ING Global Bond Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.3
Mean 0.21
Sharpe Ratio 0.39
Bear Market Decile Rank 75

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Citi WGBI NonUSD USD
R-Squared 27.16 63.08
Beta 1.16 0.83
Alpha -1.88 1.1