Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDFOX (ING Core Equity Research O) | NA | -3.42% | 10.55% | 10.61% | 0.64% | NA | NA | … | … |
Data as of 03/10/2015, Common starting date is 02/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDFOX (ING Core Equity Research O) | 02/04/2005 | 03/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.63 | -3.42 | 10.55 | 10.61 | 0.64 | NA | NA | … | … | -10.64 | 9.82 | 30.64 | 17.51 | -0.48 | 12.54 | 5.96 | -41.50 | -13.33 | 17.14 | -0.88 |
| Sharpe Ratio | NA | -0.18 | 0.67 | 0.57 | -0.01 | NA | NA | … | … | -1.38 | 0.86 | 2.65 | 1.29 | -0.02 | 0.67 | 0.17 | -0.71 | -0.76 | 1.22 | -0.21 |
| Standard Deviation(%) | NA | 18.92 | 15.59 | 18.52 | 27.20 | NA | NA | … | … | 33.37 | 11.44 | 11.57 | 13.62 | 24.79 | 18.63 | 33.73 | 59.24 | 21.63 | 11.36 | 14.90 |
| Draw Down(%) | NA | 14.04 | 14.04 | 21.41 | 68.51 | NA | NA | … | … | 14.04 | 8.36 | 5.26 | 10.99 | 21.41 | 16.16 | 35.95 | 56.34 | 20.64 | 8.13 | 10.55 |
| Yield(%) | 0.00 | 14.13 | 7.16 | 5.47 | 4.04 | 2.66 | 2.00 | … | … | 0.00 | 14.48 | 0.91 | 1.24 | 0.80 | 0.45 | 0.35 | 2.21 | 13.22 | 11.48 | 0.00 |
Data as of 03/10/2015, Common starting date is 02/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDFOX (ING Core Equity Research O) |
-26.09%
Feb 2006 – Feb 2009 |
-10.80%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDFOX (ING Core Equity Research O) |
23.49%
Feb 2009 – Feb 2012 |
21.25%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart