Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IJVIX (ING JPMorgan Value Opportunities I) | NA | -25.27% | -11.96% | NA | NA | NA | NA | … | … |
Data as of 08/21/2009, Common starting date is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IJVIX (ING JPMorgan Value Opportunities I) | 02/01/2006 | 08/21/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.27 | -11.96 | NA | NA | NA | NA | … | … | 2.02 | -39.52 | -0.88 | 16.97 |
| Sharpe Ratio | NA | -0.48 | -0.40 | NA | NA | NA | NA | … | … | 0.08 | -0.85 | -0.23 | 1.59 |
| Standard Deviation(%) | NA | 52.60 | 34.49 | NA | NA | NA | NA | … | … | 36.68 | 47.30 | 17.06 | 9.67 |
| Draw Down(%) | NA | 47.75 | 60.15 | NA | NA | NA | NA | … | … | 29.08 | 52.87 | 14.86 | 6.72 |
| Yield(%) | 0.00 | 1.93 | 6.97 | 4.64 | 2.32 | 1.55 | 1.16 | … | … | 0.00 | 12.70 | 7.20 | 1.61 |
Data as of 08/21/2009, 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 |
|---|---|---|---|---|
| IJVIX (ING JPMorgan Value Opportunities I) |
-15.26%
Mar 2006 – Mar 2009 |
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 |
|---|---|---|---|---|
| IJVIX (ING JPMorgan Value Opportunities I) |
-9.90%
Jun 2006 – Jun 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart