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ING GNMA Income I (LEINX)
On
Dec 18
:
8.77
0.01
(0.11%)
MORE ON LEINX
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Risk
As of 30-Nov-09
Get
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)
:
7.16%
Worst 1 Yr Total Return
(2005)
:
2.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEINX
Category
Alpha (against Standard Index)
1.55
0.23
Beta (against Standard Index)
0.69
0.76
Mean Annual Return
6.72
0.46
R-squared (against Standard Index)
77
64.12
Standard Deviation
3.10
3.94
Sharpe Ratio
1.33
N/A
Treynor Ratio
6.49
N/A
5 Years
Statistic
LEINX
Category
Alpha (against Standard Index)
0.88
-0.23
Beta (against Standard Index)
0.70
0.78
Mean Annual Return
5.67
0.39
R-squared (against Standard Index)
80
69.48
Standard Deviation
2.76
3.41
Sharpe Ratio
0.91
N/A
Treynor Ratio
3.83
N/A
10 Years
Statistic
LEINX
Category
Alpha (against Standard Index)
0.48
-0.47
Beta (against Standard Index)
0.80
0.84
Mean Annual Return
6.23
0.44
R-squared (against Standard Index)
84
78.01
Standard Deviation
3.30
3.66
Sharpe Ratio
0.97
N/A
Treynor Ratio
4.14
N/A
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