Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICAAX (ING Thornburg Value Port Adv) | NA | 0.77% | 2.02% | 1.70% | 5.92% | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICAAX (ING Thornburg Value Port Adv) | 10/21/2002 | 03/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.42 | 0.77 | 2.02 | 1.70 | 5.92 | NA | NA | … | … | 7.44 | 8.72 | -13.53 | 10.86 | 44.00 | -40.04 | 6.73 | 16.26 | 0.63 | 12.01 | 27.28 | 0.53 |
| Sharpe Ratio | NA | 0.05 | 0.09 | 0.07 | 0.20 | NA | NA | … | … | 3.43 | 0.52 | -0.47 | 0.62 | 1.59 | -1.02 | 0.23 | 1.23 | -0.15 | 0.90 | 1.47 | 0.08 |
| Standard Deviation(%) | NA | 15.51 | 21.64 | 27.43 | 21.91 | NA | NA | … | … | 11.08 | 16.70 | 28.59 | 17.46 | 27.57 | 40.21 | 16.53 | 10.61 | 10.49 | 12.31 | 18.11 | 23.12 |
| Draw Down(%) | NA | 20.50 | 28.66 | 51.50 | 57.72 | NA | NA | … | … | 3.12 | 20.78 | 28.66 | 16.91 | 25.94 | 51.16 | 11.35 | 8.07 | 7.19 | 10.61 | 16.29 | 7.72 |
| Yield(%) | 0.00 | 0.00 | 0.60 | 0.52 | 0.51 | 0.33 | 0.25 | … | … | 0.00 | 0.00 | 0.41 | 1.41 | 0.82 | 0.18 | 0.42 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2013, Common starting date is 10/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAAX (ING Thornburg Value Port Adv) |
-15.03%
Feb 2006 – Feb 2009 |
-7.52%
Feb 2004 – Feb 2009 |
3.95%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAAX (ING Thornburg Value Port Adv) |
22.84%
Feb 2009 – Feb 2012 |
12.23%
Dec 2002 – Dec 2007 |
5.90%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart