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Saturday, December 5, 2009, 5:01PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
ING GNMA Income C (LEGNX)On Dec 4: 8.74  Down 0.01 (0.11%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2008):5.97%
Worst 1 Yr Total Return (2005):1.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLEGNXCategory
Alpha (against Standard Index)0.450.17
Beta (against Standard Index)0.660.75
Mean Annual Return5.480.45
R-squared (against Standard Index)7563.33
Standard Deviation3.033.92
Sharpe Ratio0.95N/A
Treynor Ratio4.64N/A
5 Years
StatisticLEGNXCategory
Alpha (against Standard Index)-0.25-0.28
Beta (against Standard Index)0.690.77
Mean Annual Return4.160.36
R-squared (against Standard Index)7969.10
Standard Deviation2.753.41
Sharpe Ratio0.40N/A
Treynor Ratio1.66N/A
10 Years
StatisticLEGNXCategory
Alpha (against Standard Index)-0.51-0.49
Beta (against Standard Index)0.790.85
Mean Annual Return5.070.44
R-squared (against Standard Index)8377.74
Standard Deviation3.293.68
Sharpe Ratio0.63N/A
Treynor Ratio2.65N/A

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