Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISGMX (ING Goldman Sachs Cmdty Strat Port S) | NA | -11.49% | -6.76% | NA | NA | NA | NA | … | … |
Data as of 09/24/2013, Common starting date is 07/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISGMX (ING Goldman Sachs Cmdty Strat Port S) | 07/17/2009 | 09/24/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.49 | -6.76 | NA | NA | NA | NA | … | … | -7.07 | -2.36 | -22.76 | 13.76 | 16.96 |
| Sharpe Ratio | NA | -1.16 | -0.37 | NA | NA | NA | NA | … | … | -0.98 | -0.18 | -0.98 | 0.75 | 1.92 |
| Standard Deviation(%) | NA | 9.97 | 18.56 | NA | NA | NA | NA | … | … | 9.79 | 13.65 | 23.22 | 18.33 | 21.11 |
| Draw Down(%) | NA | 17.29 | 39.91 | NA | NA | NA | NA | … | … | 14.09 | 15.24 | 32.51 | 16.07 | 7.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2013, Common starting date is 07/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISGMX (ING Goldman Sachs Cmdty Strat Port S) |
-6.14%
Jul 2010 – Jul 2013 |
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 |
|---|---|---|---|---|
| ISGMX (ING Goldman Sachs Cmdty Strat Port S) |
-0.05%
Sep 2009 – Sep 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart