ING Investors Trust T. Rowe Price Capital Appreciation Portfolio

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 9.13
Mean 0.97
Sharpe Ratio 1.27
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Russell 3000 TR USD
R-Squared 90.55 96.57
Beta 1.04 0.69
Alpha 3.07 1.61