Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVPIX (ING International Value Port S) | NA | -3.34% | 8.59% | 4.36% | NA | NA | NA | … | … |
Data as of 03/10/2015, Common starting date is 08/22/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVPIX (ING International Value Port S) | 08/22/2008 | 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 (%) | -1.68 | -3.34 | 8.59 | 4.36 | NA | NA | NA | … | … | 2.98 | -5.18 | 20.91 | 19.04 | -14.98 | 1.82 | 27.63 | -28.85 |
| Sharpe Ratio | NA | -0.27 | 0.59 | 0.23 | NA | NA | NA | … | … | 1.20 | -0.42 | 1.48 | 1.11 | -0.54 | 0.09 | 0.96 | -0.97 |
| Standard Deviation(%) | NA | 12.28 | 14.52 | 19.09 | NA | NA | NA | … | … | 14.58 | 12.47 | 14.13 | 17.28 | 27.87 | 20.23 | 28.70 | 64.05 |
| Draw Down(%) | NA | 14.74 | 16.24 | 27.47 | NA | NA | NA | … | … | 3.97 | 13.57 | 9.63 | 16.24 | 27.47 | 19.24 | 27.18 | 41.54 |
| Yield(%) | 0.00 | 2.96 | 2.90 | 2.31 | 1.29 | 0.86 | 0.64 | … | … | 0.00 | 3.04 | 2.48 | 2.42 | 2.19 | 1.16 | 2.86 | 0.88 |
Data as of 03/10/2015, Common starting date is 08/22/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVPIX (ING International Value Port S) |
-5.82%
Sep 2008 – Sep 2011 |
3.39%
Dec 2009 – Dec 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVPIX (ING International Value Port S) |
14.71%
Feb 2009 – Feb 2012 |
14.73%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart