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ING Global Natural Resources A (LEXMX)
On
Dec 28
:
8.47
0.00
(0.00%)
MORE ON LEXMX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
32.95%
Worst 1 Yr Total Return
(2008)
:
-41.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEXMX
Category
Alpha (against Standard Index)
9.81
10.94
Beta (against Standard Index)
1.11
1.22
Mean Annual Return
0.68
0.47
R-squared (against Standard Index)
55
56.25
Standard Deviation
29.65
32.35
Sharpe Ratio
0.10
N/A
Treynor Ratio
-1.42
N/A
5 Years
Statistic
LEXMX
Category
Alpha (against Standard Index)
12.18
12.67
Beta (against Standard Index)
1.16
1.23
Mean Annual Return
10.00
1.21
R-squared (against Standard Index)
38
48.54
Standard Deviation
29.97
28.58
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.05
N/A
10 Years
Statistic
LEXMX
Category
Alpha (against Standard Index)
16.29
14.86
Beta (against Standard Index)
0.68
0.97
Mean Annual Return
14.10
1.31
R-squared (against Standard Index)
13
38.96
Standard Deviation
29.83
25.53
Sharpe Ratio
0.50
N/A
Treynor Ratio
16.33
N/A
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