Skip to search.

Breaking News Visit Yahoo! News for the latest.

×Close this window

 Dow Down1.35% Nasdaq Down1.12%

ING MidCap Opportunities Port S (ISMOX)

14.34 Down 0.18(1.24%) Jun 19


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):41.04%
Worst 1 Yr Total Return(Dec 30, 2008):-37.72%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticISMOXCategory
Alpha (against Standard Index)1.35-2.43
Beta (against Standard Index)1.091.12
Mean Annual Return1.371.03
R-squared (against Standard Index)90.7888.06
Standard Deviation17.4617.98
Sharpe Ratio0.940.69
Treynor Ratio14.6310.24
5 Years
StatisticISMOXCategory
Alpha (against Standard Index)3.440.14
Beta (against Standard Index)1.041.09
Mean Annual Return0.860.64
R-squared (against Standard Index)91.0786.84
Standard Deviation20.5422.07
Sharpe Ratio0.490.34
Treynor Ratio7.904.70
10 Years
StatisticISMOXCategory
Alpha (against Standard Index)3.391.39
Beta (against Standard Index)1.071.13
Mean Annual Return1.080.92
R-squared (against Standard Index)84.5781.77
Standard Deviation17.1718.27
Sharpe Ratio0.650.51
Treynor Ratio9.697.15