ING Russell Mid Cap Growth Index Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.15
Mean 1.23
Sharpe Ratio 0.97
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Growth TR USD
R-Squared 91.15 99.98
Beta 1.16 1.0
Alpha -1.72 -0.25