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ING Global Value Choice I (NAWIX)
On
Dec 28
:
28.45
0.11
(0.39%)
MORE ON NAWIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.24%
Worst 1 Yr Total Return
(2008)
:
-28.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAWIX
Category
Alpha (against Standard Index)
12.62
0.27
Beta (against Standard Index)
0.93
0.91
Mean Annual Return
7.49
-0.17
R-squared (against Standard Index)
83
90.08
Standard Deviation
24.40
22.93
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.62
N/A
5 Years
Statistic
NAWIX
Category
Alpha (against Standard Index)
7.25
-0.86
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
11.62
0.41
R-squared (against Standard Index)
82
88.40
Standard Deviation
19.76
18.93
Sharpe Ratio
0.51
N/A
Treynor Ratio
9.47
N/A
10 Years
Statistic
NAWIX
Category
Alpha (against Standard Index)
0.24
0.53
Beta (against Standard Index)
1.02
0.92
Mean Annual Return
1.63
0.33
R-squared (against Standard Index)
77
79.83
Standard Deviation
20.86
18.84
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.28
N/A
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