Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDSOX (ING Index Plus Small Cap O) | NA | -2.93% | 14.66% | -1.74% | NA | NA | NA | … | … |
Data as of 07/20/2012, Common starting date is 06/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDSOX (ING Index Plus Small Cap O) | 06/22/2004 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | -2.93 | 14.66 | -1.74 | NA | NA | NA | … | … | 5.46 | -1.45 | 22.46 | 24.42 | -33.71 | -6.79 | 13.41 | 6.95 | 10.95 |
| Sharpe Ratio | NA | -0.09 | 0.57 | -0.07 | NA | NA | NA | … | … | 0.55 | -0.05 | 0.95 | 0.70 | -0.79 | -0.51 | 0.64 | 0.30 | 1.19 |
| Standard Deviation(%) | NA | 32.34 | 25.82 | 32.57 | NA | NA | NA | … | … | 18.25 | 32.22 | 23.58 | 34.93 | 43.78 | 19.46 | 15.97 | 16.18 | 17.18 |
| Draw Down(%) | NA | 26.25 | 27.39 | 60.60 | NA | NA | NA | … | … | 13.06 | 27.39 | 19.73 | 33.70 | 48.68 | 17.53 | 13.96 | 10.54 | 11.17 |
| Yield(%) | 0.00 | 0.22 | 0.23 | 2.47 | 2.94 | 1.96 | 1.47 | … | … | 0.00 | 0.23 | 0.00 | 0.36 | 0.54 | 12.40 | 9.33 | 2.22 | 0.00 |
Data as of 07/20/2012, Common starting date is 06/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSOX (ING Index Plus Small Cap O) |
-20.44%
Feb 2006 – Feb 2009 |
-3.23%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSOX (ING Index Plus Small Cap O) |
27.88%
Feb 2009 – Feb 2012 |
2.77%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart