Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 20, 2009, 8:44AM ET - U.S. Markets Closed.
Dow
0.20%
Nasdaq
1.45%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
ING Fidelity VIP Growth S (VPGSX)
On
Dec 18
:
8.80
0.07
(0.80%)
MORE ON VPGSX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
26.37%
Worst 1 Yr Total Return
(2008)
:
-47.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VPGSX
Category
Alpha (against Standard Index)
-0.54
2.20
Beta (against Standard Index)
1.02
0.99
Mean Annual Return
-6.87
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
22.07
21.04
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.96
N/A
5 Years
Statistic
VPGSX
Category
Alpha (against Standard Index)
-1.62
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-1.28
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
18.02
17.50
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.13
N/A
10 Years
Statistic
VPGSX
Category
Alpha (against Standard Index)
-2.24
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-3.56
0.05
R-squared (against Standard Index)
85
78.99
Standard Deviation
19.44
19.17
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.87
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center