Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NIVAX (ING International Value A) | NA | 21.65% | 4.80% | -1.27% | 6.80% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NIVAX (ING International Value A) | 11/12/1998 | 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 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.26 | 21.65 | 4.80 | -1.27 | 6.80 | NA | NA | … | … | 4.75 | 13.39 | -13.95 | 3.31 | 22.75 | -38.68 | 8.02 | 28.19 | 10.22 | 25.11 | 47.75 | -19.98 | -13.32 | 1.87 | 51.54 | 5.89 |
| Sharpe Ratio | NA | 1.41 | 0.24 | -0.06 | 0.26 | NA | NA | … | … | 0.58 | 0.81 | -0.54 | 0.16 | 0.79 | -0.96 | 0.32 | 1.93 | 0.72 | 1.63 | 2.80 | -1.04 | -1.06 | -0.17 | 3.50 | 2.81 |
| Standard Deviation(%) | NA | 15.34 | 20.21 | 27.54 | 22.05 | NA | NA | … | … | 15.79 | 16.55 | 25.99 | 19.96 | 28.83 | 41.35 | 15.11 | 12.89 | 10.98 | 14.82 | 16.83 | 20.39 | 15.12 | 13.65 | 13.78 | 18.36 |
| Draw Down(%) | NA | 9.66 | 27.39 | 50.88 | 59.05 | NA | NA | … | … | 9.66 | 17.10 | 25.78 | 18.05 | 30.82 | 51.10 | 11.45 | 13.61 | 7.82 | 12.90 | 20.45 | 32.05 | 26.99 | 12.05 | 8.32 | 6.01 |
| Yield(%) | 0.00 | 2.92 | 2.48 | 3.58 | 9.68 | 8.71 | 6.53 | … | … | 0.00 | 2.76 | 2.39 | 1.92 | 1.79 | 10.08 | 17.27 | 12.71 | 8.96 | 7.74 | 0.81 | 0.00 | 2.29 | 11.83 | 6.81 | 6.48 |
Data as of 07/12/2013, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIVAX (ING International Value A) |
-14.70%
Feb 2006 – Feb 2009 |
-9.41%
May 2007 – May 2012 |
2.52%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIVAX (ING International Value A) |
36.07%
Mar 2003 – Mar 2006 |
24.63%
Sep 2002 – Sep 2007 |
9.38%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart