Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICAIX (ING International Capital Appreciation I ) | NA | -12.77% | 13.69% | -2.86% | NA | NA | NA | … | … |
Data as of 04/30/2012, Common starting date is 01/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICAIX (ING International Capital Appreciation I ) | 01/06/2006 | 04/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.77 | 13.69 | -2.86 | NA | NA | NA | … | … | 15.45 | -17.09 | 8.79 | 52.09 | -50.45 | 18.81 | 16.82 |
| Sharpe Ratio | NA | -0.45 | 0.54 | -0.10 | NA | NA | NA | … | … | 3.88 | -0.58 | 0.38 | 1.56 | -1.01 | 0.78 | 1.03 |
| Standard Deviation(%) | NA | 28.90 | 25.08 | 33.59 | NA | NA | NA | … | … | 14.30 | 29.28 | 22.78 | 33.28 | 50.83 | 20.42 | 13.43 |
| Draw Down(%) | NA | 32.47 | 32.47 | 64.53 | NA | NA | NA | … | … | 5.23 | 32.47 | 18.58 | 27.11 | 62.62 | 13.73 | 15.22 |
| Yield(%) | 0.00 | 0.91 | 1.22 | 1.72 | 1.38 | 0.92 | 0.69 | … | … | 0.00 | 0.99 | 0.83 | 1.00 | 1.26 | 5.68 | 3.28 |
Data as of 04/30/2012, Common starting date is 01/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAIX (ING International Capital Appreciation I ) |
-16.91%
Feb 2006 – Feb 2009 |
-4.18%
Dec 2006 – Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAIX (ING International Capital Appreciation I ) |
24.37%
Feb 2009 – Feb 2012 |
3.60%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart