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ING GNMA Income A (LEXNX)
On
Nov 27
:
8.83
0.01
(0.11%)
MORE ON LEXNX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.84%
Worst 1 Yr Total Return
(2005)
:
2.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEXNX
Category
Alpha (against Standard Index)
1.06
0.17
Beta (against Standard Index)
0.69
0.75
Mean Annual Return
6.23
0.45
R-squared (against Standard Index)
76
63.33
Standard Deviation
3.13
3.92
Sharpe Ratio
1.14
N/A
Treynor Ratio
5.54
N/A
5 Years
Statistic
LEXNX
Category
Alpha (against Standard Index)
0.45
-0.28
Beta (against Standard Index)
0.71
0.77
Mean Annual Return
4.94
0.36
R-squared (against Standard Index)
80
69.10
Standard Deviation
2.83
3.41
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.70
N/A
10 Years
Statistic
LEXNX
Category
Alpha (against Standard Index)
0.21
-0.49
Beta (against Standard Index)
0.80
0.85
Mean Annual Return
5.86
0.44
R-squared (against Standard Index)
83
77.74
Standard Deviation
3.33
3.68
Sharpe Ratio
0.85
N/A
Treynor Ratio
3.61
N/A
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