Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IJBTX (ING Artio Foreign Port S2) | NA | -21.44% | -0.68% | -10.54% | NA | NA | NA | … | … |
Data as of 07/20/2012, Common starting date is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IJBTX (ING Artio Foreign Port S2) | 02/01/2006 | 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 (%) | -1.22 | -21.44 | -0.68 | -10.54 | NA | NA | NA | … | … | 1.36 | -21.97 | 6.78 | 20.16 | -43.82 | 16.40 | 18.35 |
| Sharpe Ratio | NA | -0.86 | -0.03 | -0.42 | NA | NA | NA | … | … | 0.14 | -0.89 | 0.33 | 0.70 | -1.29 | 0.75 | 1.14 |
| Standard Deviation(%) | NA | 24.93 | 21.80 | 26.46 | NA | NA | NA | … | … | 16.83 | 24.62 | 20.57 | 28.63 | 34.60 | 17.97 | 14.84 |
| Draw Down(%) | NA | 26.94 | 29.63 | 60.28 | NA | NA | NA | … | … | 13.89 | 29.63 | 18.43 | 27.82 | 52.47 | 13.57 | 18.64 |
| Yield(%) | 0.00 | 0.00 | 0.68 | 2.24 | 2.29 | 1.53 | 1.15 | … | … | 0.00 | 1.61 | 0.00 | 3.32 | 8.43 | 7.16 | 0.00 |
Data as of 07/20/2012, 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 |
|---|---|---|---|---|
| IJBTX (ING Artio Foreign Port S2) |
-15.16%
Jun 2007 – Jun 2010 |
-10.09%
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 |
|---|---|---|---|---|
| IJBTX (ING Artio Foreign Port S2) |
12.66%
Feb 2009 – Feb 2012 |
-0.16%
Jun 2006 – Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart