Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IJBSX (ING Artio Foreign Port S) | NA | -21.50% | -0.63% | -10.44% | NA | NA | NA | … | … |
Data as of 07/20/2012, Common starting date is 01/31/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IJBSX (ING Artio Foreign Port S) | 01/31/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.43 | -21.50 | -0.63 | -10.44 | NA | NA | NA | … | … | 1.24 | -21.83 | 6.85 | 20.41 | -43.76 | 17.54 | 19.22 |
| Sharpe Ratio | NA | -0.87 | -0.03 | -0.41 | NA | NA | NA | … | … | 0.13 | -0.89 | 0.33 | 0.71 | -1.29 | 0.81 | 1.20 |
| Standard Deviation(%) | NA | 24.79 | 21.76 | 26.43 | NA | NA | NA | … | … | 16.76 | 24.56 | 20.61 | 28.60 | 34.55 | 18.02 | 14.80 |
| Draw Down(%) | NA | 26.89 | 29.58 | 60.20 | NA | NA | NA | … | … | 13.90 | 29.58 | 18.35 | 27.78 | 52.44 | 13.54 | 18.56 |
| Yield(%) | 0.00 | 0.00 | 0.74 | 2.28 | 2.44 | 1.63 | 1.22 | … | … | 0.00 | 1.73 | 0.00 | 3.57 | 8.40 | 8.03 | 0.00 |
Data as of 07/20/2012, Common starting date is 01/31/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJBSX (ING Artio Foreign Port S) |
-14.94%
Feb 2006 – Feb 2009 |
-9.84%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJBSX (ING Artio Foreign Port S) |
12.83%
Feb 2009 – Feb 2012 |
0.32%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart