Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IABPX (ING American Funds Bond Port) | NA | -2.83% | 1.64% | 3.67% | NA | NA | NA | 1.18% |
Data as of 03/21/2014, AR inception is 11/13/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IABPX (ING American Funds Bond Port) | 11/13/2007 | 03/21/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -2.83 | 1.64 | 3.67 | NA | NA | NA | 1.18 | -1.74 | -1.11 | 6.60 | 2.68 | 3.17 | 9.03 | -10.21 | -0.10 |
Sharpe Ratio | NA | -0.53 | 0.37 | 0.81 | NA | NA | NA | 0.20 | -0.88 | -0.34 | 3.02 | 0.56 | 0.76 | 1.69 | -2.21 | -0.77 |
Standard Deviation(%) | NA | 5.35 | 4.30 | 4.46 | NA | NA | NA | 4.50 | 8.86 | 3.33 | 2.19 | 4.69 | 4.04 | 5.29 | 5.02 | 3.77 |
Draw Down(%) | NA | 5.60 | 5.60 | 5.60 | NA | NA | NA | 14.31 | 4.45 | 5.60 | 1.27 | 3.44 | 3.66 | 3.84 | 14.31 | 0.90 |
Yield(%) | 0.00 | 10.89 | 5.54 | 3.79 | 1.70 | 1.13 | 0.85 | 2.83 | 0.00 | 10.89 | 5.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/21/2014, AR inception is 11/13/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IABPX (ING American Funds Bond Port) |
0.23%
Jan 2008 - Jan 2011 |
1.60%
Jun 2008 - Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IABPX (ING American Funds Bond Port) |
5.81%
Feb 2009 - Feb 2012 |
4.72%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart