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Thursday, January 7, 2010, 7:09PM ET - U.S. Markets Closed.
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ING SmallCap Value Multi-Manager B (SAABX)
On
Jan 7
:
8.78
0.06
(0.69%)
MORE ON SAABX
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Research Reports
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:
2
Best 1 Yr Total Return
(2006)
:
19.03%
Worst 1 Yr Total Return
(2008)
:
-41.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAABX
Category
Alpha (against Standard Index)
-3.89
-0.48
Beta (against Standard Index)
1.32
1.16
Mean Annual Return
-13.01
-0.45
R-squared (against Standard Index)
87
86.39
Standard Deviation
28.00
24.75
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.63
N/A
5 Years
Statistic
SAABX
Category
Alpha (against Standard Index)
N/A
0.00
Beta (against Standard Index)
N/A
1.17
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
83.41
Standard Deviation
N/A
20.64
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SAABX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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