Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDIOX (ING Index Plus International Equity O) | NA | 9.69% | 5.55% | -2.75% | NA | NA | NA | … | … |
Data as of 02/22/2013, Common starting date is 02/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDIOX (ING Index Plus International Equity O) | 02/04/2008 | 02/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | 9.69 | 5.55 | -2.75 | NA | NA | NA | … | … | 3.37 | 16.95 | -12.60 | 7.22 | 28.69 | -41.35 |
| Sharpe Ratio | NA | 0.60 | 0.24 | -0.10 | NA | NA | NA | … | … | 2.45 | 1.02 | -0.45 | 0.33 | 0.98 | -1.06 |
| Standard Deviation(%) | NA | 16.07 | 22.46 | 28.64 | NA | NA | NA | … | … | 10.65 | 16.73 | 28.28 | 21.52 | 29.04 | 42.43 |
| Draw Down(%) | NA | 16.96 | 26.11 | 60.12 | NA | NA | NA | … | … | 1.90 | 16.96 | 26.11 | 19.57 | 29.16 | 54.15 |
| Yield(%) | 0.00 | 4.39 | 2.81 | 1.25 | 0.61 | 0.41 | 0.31 | … | … | 0.00 | 4.69 | 2.20 | 1.38 | 0.00 | 0.00 |
Data as of 02/22/2013, Common starting date is 02/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDIOX (ING Index Plus International Equity O) |
-5.98%
May 2008 – May 2011 |
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 |
|---|---|---|---|---|
| IDIOX (ING Index Plus International Equity O) |
19.04%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart