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ING Emerging Countries I (NECIX)
On
Jan 6
:
27.02
0.15
(0.56%)
MORE ON NECIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.88%
Worst 1 Yr Total Return
(2008)
:
-56.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NECIX
Category
Alpha (against Standard Index)
3.92
12.34
Beta (against Standard Index)
1.17
1.29
Mean Annual Return
-4.36
0.68
R-squared (against Standard Index)
85
87.47
Standard Deviation
30.35
33.01
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-5.65
N/A
5 Years
Statistic
NECIX
Category
Alpha (against Standard Index)
2.43
9.77
Beta (against Standard Index)
1.18
1.29
Mean Annual Return
5.85
1.39
R-squared (against Standard Index)
84
85.58
Standard Deviation
25.36
27.53
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.42
N/A
10 Years
Statistic
NECIX
Category
Alpha (against Standard Index)
3.86
9.46
Beta (against Standard Index)
1.20
1.23
Mean Annual Return
4.47
1.10
R-squared (against Standard Index)
75
77.00
Standard Deviation
24.80
25.24
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.29
N/A
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