ING Oppenheimer Global Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.19
Mean 0.96
Sharpe Ratio 0.71
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI World NR USD
R-Squared 91.76 96.14
Beta 0.92 1.13
Alpha 6.66 -0.11