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ING Global Value Choice C (NAWCX)
On
Dec 4
:
26.96
0.32
(1.17%)
MORE ON NAWCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.83%
Worst 1 Yr Total Return
(2008)
:
-29.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAWCX
Category
Alpha (against Standard Index)
10.83
-0.56
Beta (against Standard Index)
0.93
0.91
Mean Annual Return
5.96
-0.21
R-squared (against Standard Index)
83
90.41
Standard Deviation
24.29
22.89
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.82
N/A
5 Years
Statistic
NAWCX
Category
Alpha (against Standard Index)
4.90
-1.40
Beta (against Standard Index)
0.90
0.90
Mean Annual Return
10.00
0.44
R-squared (against Standard Index)
82
89.02
Standard Deviation
19.60
19.07
Sharpe Ratio
0.44
N/A
Treynor Ratio
7.75
N/A
10 Years
Statistic
NAWCX
Category
Alpha (against Standard Index)
-0.25
0.66
Beta (against Standard Index)
1.02
0.93
Mean Annual Return
1.25
0.36
R-squared (against Standard Index)
76
79.68
Standard Deviation
21.05
19.07
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.69
N/A
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