Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ASCEX (ING Strategic Allocation Growth I) | NA | 1.42% | -8.38% | -1.18% | -0.39% | NA | NA | 3.54% |
Data as of 09/28/2010, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASCEX (ING Strategic Allocation Growth I) | 06/21/1996 | 09/28/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.42 | -8.38 | -1.18 | -0.39 | NA | NA | 3.54 | -4.40 | 16.56 | -30.03 | 4.89 | 12.91 | 5.86 | 11.90 | 23.63 | -14.89 | -12.00 | -2.34 | 14.79 | 4.59 | 19.76 | 14.47 |
| Sharpe Ratio | NA | 0.08 | -0.36 | -0.14 | -0.11 | NA | NA | -0.10 | -0.35 | 0.67 | -1.03 | 0.14 | 1.03 | 0.42 | 1.08 | 1.74 | -0.87 | -1.01 | -0.37 | 1.30 | 0.09 | -3.96 | 3.91 |
| Standard Deviation(%) | NA | 16.92 | 24.52 | 20.24 | 17.34 | NA | NA | 15.89 | 17.39 | 24.73 | 30.07 | 13.36 | 9.40 | 8.80 | 10.10 | 13.19 | 18.41 | 14.36 | 17.28 | 8.90 | 14.48 | 8.92 | 6.57 |
| Draw Down(%) | NA | 12.76 | 52.38 | 52.68 | 52.68 | NA | NA | 52.68 | 12.76 | 29.59 | 41.59 | 9.48 | 8.99 | 6.42 | 7.12 | 10.87 | 24.88 | 24.06 | 14.36 | 8.08 | 24.50 | 6.80 | 3.52 |
| Yield(%) | 0.00 | 2.00 | 6.61 | 6.02 | 3.39 | 5.75 | 4.31 | 6.16 | 0.40 | 1.74 | 7.35 | 13.17 | 6.14 | 1.13 | 1.37 | 1.25 | 0.44 | 1.36 | 1.36 | 9.54 | 4.85 | 25.42 | 10.26 |
Data as of 09/28/2010, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASCEX (ING Strategic Allocation Growth I) |
-14.82%
Feb 2006 - Feb 2009 |
-6.07%
Feb 2004 - Feb 2009 |
-2.10%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASCEX (ING Strategic Allocation Growth I) |
16.53%
Mar 2003 - Mar 2006 |
12.97%
Sep 2002 - Sep 2007 |
6.26%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart