Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGCPX (ING Goldman Sachs Cmdty Strat Port I) | NA | -14.01% | -7.49% | NA | NA | NA | NA | … | … |
Data as of 09/24/2013, Common starting date is 10/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGCPX (ING Goldman Sachs Cmdty Strat Port I) | 10/07/2008 | 09/24/2013 |
| 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 (%) | 0.00 | -14.01 | -7.49 | NA | NA | NA | NA | … | … | -9.74 | -2.17 | -22.54 | 13.86 | 21.07 | -23.91 |
| Sharpe Ratio | NA | -1.48 | -0.41 | NA | NA | NA | NA | … | … | -1.44 | -0.17 | -0.99 | 0.75 | 0.87 | -1.89 |
| Standard Deviation(%) | NA | 9.52 | 18.28 | NA | NA | NA | NA | … | … | 9.14 | 13.59 | 22.85 | 18.32 | 24.17 | 36.49 |
| Draw Down(%) | NA | 17.47 | 39.84 | NA | NA | NA | NA | … | … | 14.45 | 15.14 | 32.36 | 16.15 | 15.25 | 31.93 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2013, Common starting date is 10/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGCPX (ING Goldman Sachs Cmdty Strat Port I) |
-6.00%
Jul 2010 – Jul 2013 |
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 |
|---|---|---|---|---|
| IGCPX (ING Goldman Sachs Cmdty Strat Port I) |
6.75%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart