ING Clarion Real Estate Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.06
Mean 0.86
Sharpe Ratio 0.6
Bear Market Decile Rank 28

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
DJ US Select REIT TR USD
R-Squared 52.92 99.71
Beta 0.85 1.0
Alpha 2.58 -0.1