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ING Janus Contrarian S (IJCSX)
On
Dec 18
:
10.34
0.07
(0.68%)
MORE ON IJCSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.04%
Worst 1 Yr Total Return
(2008)
:
-48.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IJCSX
Category
Alpha (against Standard Index)
3.45
0.06
Beta (against Standard Index)
1.32
1.00
Mean Annual Return
-6.63
-0.33
R-squared (against Standard Index)
82
95.82
Standard Deviation
29.00
20.42
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
IJCSX
Category
Alpha (against Standard Index)
4.18
0.04
Beta (against Standard Index)
1.33
1.01
Mean Annual Return
3.04
0.17
R-squared (against Standard Index)
81
95.19
Standard Deviation
23.64
16.64
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.04
N/A
10 Years
Statistic
IJCSX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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