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Sunday, December 20, 2009, 11:26PM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

ING JPMorgan Mid Cp Value Adv (IJMAX)

On Dec 18: 11.23   0.06 (0.54%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 20.31% Worst 1 Yr Total Return (2008): -33.17% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic IJMAX Category Alpha (against Standard Index) -0.10 0.96 Beta (against Standard Index) 1.02 1.15 Mean Annual Return -6.23 -0.33 R-squared (against Standard Index) 92 89.96 Standard Deviation 21.00 24.07 Sharpe Ratio -0.31 N/A Treynor Ratio -8.37 N/A 5 Years Statistic IJMAX Category Alpha (against Standard Index) 0.59 1.28 Beta (against Standard Index) 1.01 1.16 Mean Annual Return 1.13 0.26 R-squared (against Standard Index) 91 88.97 Standard Deviation 16.94 19.80 Sharpe Ratio -0.02 N/A Treynor Ratio -1.85 N/A 10 Years Statistic IJMAX Category Alpha (against Standard Index) N/A 7.57 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.70 R-squared (against Standard Index) N/A 72.92 Standard Deviation N/A 18.20 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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