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ING BlackRock Large Cap Growth Adv (IMLGX)
On
Dec 18
:
8.38
0.03
(0.36%)
MORE ON IMLGX
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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
(2004)
:
10.81%
Worst 1 Yr Total Return
(2008)
:
-39.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IMLGX
Category
Alpha (against Standard Index)
-0.96
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-6.77
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
20.60
21.04
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.15
N/A
5 Years
Statistic
IMLGX
Category
Alpha (against Standard Index)
-0.96
0.80
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-0.50
0.24
R-squared (against Standard Index)
88
86.59
Standard Deviation
17.40
17.50
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.43
N/A
10 Years
Statistic
IMLGX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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