Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IWSTX (ING Wells Fargo Small Cap Disciplined S2) | NA | -0.83% | -7.96% | NA | NA | NA | NA | … | … |
Data as of 09/28/2010, Common starting date is 05/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWSTX (ING Wells Fargo Small Cap Disciplined S2) | 05/12/2006 | 09/28/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.83 | -7.96 | NA | NA | NA | NA | … | … | -5.63 | 29.74 | -32.83 | -3.87 | 6.51 |
| Sharpe Ratio | NA | -0.04 | -0.26 | NA | NA | NA | NA | … | … | -0.31 | 0.91 | -0.87 | -0.41 | 0.54 |
| Standard Deviation(%) | NA | 24.01 | 32.59 | NA | NA | NA | NA | … | … | 24.73 | 32.69 | 38.81 | 16.86 | 13.00 |
| Draw Down(%) | NA | 23.00 | 54.87 | NA | NA | NA | NA | … | … | 23.00 | 30.17 | 45.75 | 15.01 | 7.63 |
| Yield(%) | 0.00 | 0.64 | 4.22 | 3.13 | 1.57 | 1.04 | 0.78 | … | … | 0.60 | 0.58 | 12.82 | 0.00 | 2.29 |
Data as of 09/28/2010, Common starting date is 05/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWSTX (ING Wells Fargo Small Cap Disciplined S2) |
-9.68%
Jun 2007 – Jun 2010 |
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 |
|---|---|---|---|---|
| IWSTX (ING Wells Fargo Small Cap Disciplined S2) |
-2.67%
Apr 2007 – Apr 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart