ING Euro STOXX 50® Index Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 23.5
Mean 0.65
Sharpe Ratio 0.33
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI Europe NR USD
R-Squared 86.14 93.94
Beta 1.29 1.19
Alpha 0.95 -4.0