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ING JPMorgan Mid Cp Value S (IJMSX)
On
Dec 18
:
11.32
0.06
(0.53%)
MORE ON IJMSX
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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)
:
20.59%
Worst 1 Yr Total Return
(2008)
:
-33.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IJMSX
Category
Alpha (against Standard Index)
0.13
0.96
Beta (against Standard Index)
1.02
1.15
Mean Annual Return
-6.03
-0.33
R-squared (against Standard Index)
92
89.96
Standard Deviation
21.05
24.07
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.15
N/A
5 Years
Statistic
IJMSX
Category
Alpha (against Standard Index)
0.84
1.28
Beta (against Standard Index)
1.01
1.16
Mean Annual Return
1.37
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
16.98
19.80
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.60
N/A
10 Years
Statistic
IJMSX
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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