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ING International Value Port Adv (IVIVX)
On
Dec 18
:
8.19
0.01
(0.12%)
MORE ON IVIVX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.63%
Worst 1 Yr Total Return
(2008)
:
-43.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IVIVX
Category
Alpha (against Standard Index)
-0.14
-0.21
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-5.65
-0.25
R-squared (against Standard Index)
94
95.18
Standard Deviation
24.48
24.76
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-8.00
N/A
5 Years
Statistic
IVIVX
Category
Alpha (against Standard Index)
-0.64
-0.52
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
3.39
0.46
R-squared (against Standard Index)
94
94.69
Standard Deviation
20.22
20.25
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
IVIVX
Category
Alpha (against Standard Index)
2.39
2.00
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
4.25
0.46
R-squared (against Standard Index)
90
92.23
Standard Deviation
18.61
18.46
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.36
N/A
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