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Tuesday, December 15, 2009, 9:59PM ET - U.S. Markets Closed. Dow  0.47% Nasdaq  0.50%

ING JPMorgan Small Cap Core Equity S2 (IJSTX)

On Dec 15: 10.07   0.04 (0.40%)

MORE ON IJSTX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 25.79% Worst 1 Yr Total Return (2008): -30.03% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic IJSTX Category Alpha (against Standard Index) 0.15 -0.48 Beta (against Standard Index) 1.06 1.16 Mean Annual Return -6.56 -0.45 R-squared (against Standard Index) 88 86.39 Standard Deviation 22.49 24.75 Sharpe Ratio -0.29 N/A Treynor Ratio -8.30 N/A 5 Years Statistic IJSTX Category Alpha (against Standard Index) 0.35 0.00 Beta (against Standard Index) 1.11 1.17 Mean Annual Return 0.35 0.16 R-squared (against Standard Index) 84 83.41 Standard Deviation 19.43 20.64 Sharpe Ratio -0.04 N/A Treynor Ratio -2.38 N/A 10 Years Statistic IJSTX Category Alpha (against Standard Index) N/A 7.16 Beta (against Standard Index) N/A 1.00 Mean Annual Return N/A 0.66 R-squared (against Standard Index) N/A 64.42 Standard Deviation N/A 20.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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