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ING Global Resources S2 (IGRTX)
On
Dec 14
:
17.33
0.30
(1.76%)
MORE ON IGRTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
37.54%
Worst 1 Yr Total Return
(2008)
:
-41.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGRTX
Category
Alpha (against Standard Index)
10.11
10.94
Beta (against Standard Index)
1.10
1.22
Mean Annual Return
1.14
0.47
R-squared (against Standard Index)
56
56.25
Standard Deviation
29.32
32.35
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.02
N/A
5 Years
Statistic
IGRTX
Category
Alpha (against Standard Index)
12.92
12.67
Beta (against Standard Index)
1.14
1.23
Mean Annual Return
11.44
1.21
R-squared (against Standard Index)
43
48.54
Standard Deviation
27.94
28.58
Sharpe Ratio
0.43
N/A
Treynor Ratio
7.41
N/A
10 Years
Statistic
IGRTX
Category
Alpha (against Standard Index)
11.04
14.86
Beta (against Standard Index)
0.88
0.97
Mean Annual Return
9.65
1.31
R-squared (against Standard Index)
36
38.96
Standard Deviation
23.56
25.53
Sharpe Ratio
0.39
N/A
Treynor Ratio
7.65
N/A
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