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ING GNMA Income A (LEXNX)
On
Feb 9
:
8.75
0.01
(0.11%)
MORE ON LEXNX
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Risk
As of 31-Jan-10
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
0.21
Beta (against Standard Index)
0.71
0.78
Mean Annual Return
6.37
0.48
R-squared (against Standard Index)
78
65.97
Standard Deviation
3.36
4.17
Sharpe Ratio
1.25
N/A
Treynor Ratio
6.17
N/A
5 Years
Statistic
LEXNX
Category
Alpha (against Standard Index)
0.49
-0.26
Beta (against Standard Index)
0.73
0.80
Mean Annual Return
5.05
0.37
R-squared (against Standard Index)
81
71.52
Standard Deviation
2.97
3.58
Sharpe Ratio
0.69
N/A
Treynor Ratio
2.95
N/A
10 Years
Statistic
LEXNX
Category
Alpha (against Standard Index)
0.26
-0.45
Beta (against Standard Index)
0.80
0.85
Mean Annual Return
6.06
0.45
R-squared (against Standard Index)
84
78.71
Standard Deviation
3.37
3.73
Sharpe Ratio
0.94
N/A
Treynor Ratio
4.02
N/A
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