Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NIIVX (ING International Value I) | NA | 22.07% | 5.15% | -0.96% | 7.05% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 10/04/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NIIVX (ING International Value I) | 10/04/2001 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.08 | 22.07 | 5.15 | -0.96 | 7.05 | NA | NA | … | … | 4.78 | 13.97 | -13.70 | 3.64 | 23.37 | -38.61 | 8.25 | 28.77 | 10.51 | 24.41 | 48.45 | -19.94 | 5.42 |
| Sharpe Ratio | NA | 1.44 | 0.25 | -0.04 | 0.28 | NA | NA | … | … | 0.59 | 0.84 | -0.53 | 0.18 | 0.81 | -0.95 | 0.34 | 1.98 | 0.75 | 1.57 | 2.85 | -1.03 | 1.50 |
| Standard Deviation(%) | NA | 15.33 | 20.22 | 27.54 | 22.05 | NA | NA | … | … | 15.69 | 16.61 | 26.03 | 19.83 | 28.85 | 41.35 | 15.09 | 12.87 | 10.96 | 14.89 | 16.76 | 20.40 | 15.62 |
| Draw Down(%) | NA | 9.54 | 27.14 | 50.88 | 59.01 | NA | NA | … | … | 9.54 | 17.08 | 25.60 | 17.96 | 30.74 | 51.06 | 11.47 | 13.60 | 7.76 | 12.88 | 20.38 | 31.95 | 4.81 |
| Yield(%) | 0.00 | 3.53 | 2.95 | 3.90 | 10.06 | 6.59 | 4.94 | … | … | 0.00 | 3.35 | 2.85 | 2.24 | 2.32 | 10.44 | 17.70 | 13.14 | 9.39 | 7.21 | 1.31 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 10/04/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIIVX (ING International Value I) |
-14.47%
Feb 2006 – Feb 2009 |
-9.14%
May 2007 – May 2012 |
3.17%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIIVX (ING International Value I) |
36.17%
Mar 2003 – Mar 2006 |
24.78%
Sep 2002 – Sep 2007 |
9.66%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart