Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGRIX (ING Global Resources Port I) | NA | -17.79% | -3.81% | 0.44% | NA | NA | NA | … | … |
Data as of 03/10/2015, Common starting date is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGRIX (ING Global Resources Port I) | 02/01/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.32 | -17.79 | -3.81 | 0.44 | NA | NA | NA | … | … | -4.21 | -11.55 | 13.84 | -2.59 | -8.92 | 21.96 | 37.80 | -41.22 | 32.71 | -6.02 |
| Sharpe Ratio | NA | -0.80 | -0.21 | 0.02 | NA | NA | NA | … | … | -0.79 | -0.58 | 0.88 | -0.13 | -0.28 | 0.87 | 0.99 | -0.72 | 1.25 | -0.33 |
| Standard Deviation(%) | NA | 22.37 | 19.59 | 23.53 | NA | NA | NA | … | … | 26.68 | 19.79 | 15.70 | 20.22 | 31.97 | 25.18 | 38.05 | 58.46 | 23.91 | 29.63 |
| Draw Down(%) | NA | 31.98 | 31.98 | 32.99 | NA | NA | NA | … | … | 8.48 | 31.98 | 11.20 | 24.06 | 32.99 | 20.32 | 26.84 | 60.72 | 16.22 | 30.54 |
| Yield(%) | 0.00 | 1.28 | 1.18 | 1.21 | 3.40 | 2.27 | 1.70 | … | … | 0.00 | 1.34 | 1.28 | 1.02 | 0.76 | 1.15 | 0.67 | 15.89 | 11.52 | 0.00 |
Data as of 03/10/2015, Common starting date is 02/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGRIX (ING Global Resources Port I) |
-11.55%
Mar 2006 – Mar 2009 |
-5.18%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGRIX (ING Global Resources Port I) |
24.62%
Feb 2009 – Feb 2012 |
15.09%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart