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ING Emerging Countries B (NACBX)
On
Jan 7
:
26.45
0.27
(1.01%)
MORE ON NACBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.54%
Worst 1 Yr Total Return
(2008)
:
-57.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NACBX
Category
Alpha (against Standard Index)
2.72
12.34
Beta (against Standard Index)
1.17
1.29
Mean Annual Return
-5.50
0.68
R-squared (against Standard Index)
85
87.47
Standard Deviation
30.34
33.01
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-6.63
N/A
5 Years
Statistic
NACBX
Category
Alpha (against Standard Index)
1.36
9.77
Beta (against Standard Index)
1.18
1.29
Mean Annual Return
4.72
1.39
R-squared (against Standard Index)
84
85.58
Standard Deviation
25.35
27.53
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.47
N/A
10 Years
Statistic
NACBX
Category
Alpha (against Standard Index)
3.04
9.46
Beta (against Standard Index)
1.20
1.23
Mean Annual Return
3.62
1.10
R-squared (against Standard Index)
75
77.00
Standard Deviation
24.80
25.24
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.58
N/A
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