Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IAGMX (ING Goldman Sachs Cmdty Strat Port Adv) | NA | -11.83% | -7.11% | NA | NA | NA | NA | … | … |
Data as of 09/24/2013, Common starting date is 07/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IAGMX (ING Goldman Sachs Cmdty Strat Port Adv) | 07/17/2009 | 09/24/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.83 | -7.11 | NA | NA | NA | NA | … | … | -7.36 | -2.73 | -23.07 | 13.20 | 16.61 |
| Sharpe Ratio | NA | -1.18 | -0.39 | NA | NA | NA | NA | … | … | -1.01 | -0.21 | -0.99 | 0.72 | 1.87 |
| Standard Deviation(%) | NA | 10.03 | 18.56 | NA | NA | NA | NA | … | … | 9.85 | 13.53 | 23.27 | 18.34 | 21.11 |
| Draw Down(%) | NA | 17.41 | 40.40 | NA | NA | NA | NA | … | … | 14.16 | 15.27 | 32.58 | 16.38 | 7.31 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2013, Common starting date is 07/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IAGMX (ING Goldman Sachs Cmdty Strat Port Adv) |
-6.49%
Jul 2010 – Jul 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IAGMX (ING Goldman Sachs Cmdty Strat Port Adv) |
-0.49%
Sep 2009 – Sep 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart