ING MFS Utilities Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.43
Mean 1.07
Sharpe Ratio 1.12
Bear Market Decile Rank 80

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar Moderately Cons Target Risk
R-Squared 76.5 80.12
Beta 0.69 1.79
Alpha 6.6 0.95