Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFPIX (ING DFA WORLD EQUITY PORTFOLIO INSTITUTIONAL CLASS) | NA | -16.15% | 5.37% | 6.52% | NA | NA | NA | … | … |
Data as of 08/24/2015, Common starting date is 07/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFPIX (ING DFA WORLD EQUITY PORTFOLIO INSTITUTIONAL CLASS) | 07/17/2009 | 08/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.96 | -16.15 | 5.37 | 6.52 | NA | NA | NA | … | … | -10.91 | 0.19 | 22.03 | 15.23 | -11.11 | 22.55 | 21.76 |
| Sharpe Ratio | NA | -0.80 | 0.37 | 0.37 | NA | NA | NA | … | … | -0.88 | 0.02 | 1.87 | 1.01 | -0.46 | 1.12 | 2.91 |
| Standard Deviation(%) | NA | 17.87 | 14.26 | 17.40 | NA | NA | NA | … | … | 18.71 | 11.07 | 11.74 | 15.14 | 24.42 | 20.05 | 18.34 |
| Draw Down(%) | NA | 17.62 | 17.62 | 27.17 | NA | NA | NA | … | … | 17.62 | 12.41 | 7.28 | 13.73 | 27.17 | 13.75 | 7.48 |
| Yield(%) | 0.00 | 2.30 | 1.85 | 1.30 | 0.79 | 0.53 | 0.39 | … | … | 2.41 | 1.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/24/2015, Common starting date is 07/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFPIX (ING DFA WORLD EQUITY PORTFOLIO INSTITUTIONAL CLASS) |
5.44%
Apr 2011 – Apr 2014 |
7.88%
Apr 2010 – Apr 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFPIX (ING DFA WORLD EQUITY PORTFOLIO INSTITUTIONAL CLASS) |
15.69%
Sep 2011 – Sep 2014 |
12.11%
Aug 2009 – Aug 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart