Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IIVIX (ING International Value Port I) | NA | -3.15% | 8.80% | 4.55% | NA | NA | NA | … | … |
Data as of 03/10/2015, Common starting date is 04/28/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIVIX (ING International Value Port I) | 04/28/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.72 | -3.15 | 8.80 | 4.55 | NA | NA | NA | … | … | 2.92 | -4.93 | 21.21 | 19.23 | -14.96 | 1.90 | 28.83 | -40.53 |
| Sharpe Ratio | NA | -0.26 | 0.60 | 0.23 | NA | NA | NA | … | … | 1.20 | -0.40 | 1.50 | 1.12 | -0.53 | 0.09 | 0.98 | -1.11 |
| Standard Deviation(%) | NA | 12.22 | 14.51 | 19.43 | NA | NA | NA | … | … | 14.31 | 12.44 | 14.13 | 17.35 | 28.54 | 20.67 | 29.41 | 48.72 |
| Draw Down(%) | NA | 14.61 | 16.13 | 27.80 | NA | NA | NA | … | … | 3.94 | 13.51 | 9.60 | 16.13 | 27.80 | 19.57 | 27.80 | 52.22 |
| Yield(%) | 0.00 | 3.18 | 3.16 | 2.54 | 2.43 | 1.62 | 1.22 | … | … | 0.00 | 3.27 | 2.73 | 2.69 | 2.41 | 1.33 | 3.09 | 14.99 |
Data as of 03/10/2015, Common starting date is 04/28/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVIX (ING International Value Port I) |
-6.28%
May 2008 – May 2011 |
-3.76%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIVIX (ING International Value Port I) |
15.34%
Feb 2009 – Feb 2012 |
15.20%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart