Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGEWX (ING Global Equity Dividend) | NA | -4.44% | 0.13% | 5.17% | 5.70% | NA | NA | … | … |
Data as of 09/23/2020, Common starting date is 12/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGEWX (ING Global Equity Dividend) | 12/19/2007 | 09/23/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.30 | -4.44 | 0.13 | 5.17 | 5.70 | NA | NA | … | … | -9.52 | 21.10 | -11.86 | 17.73 | 9.11 | -4.55 | 1.39 | 23.04 | 14.47 | -3.39 | 8.95 | 23.47 | -38.80 | 0.58 |
| Sharpe Ratio | NA | -0.16 | -0.05 | 0.25 | 0.32 | NA | NA | … | … | -0.38 | 1.96 | -0.99 | 2.45 | 0.54 | -0.29 | 0.13 | 1.99 | 0.98 | -0.15 | 0.53 | 0.90 | -0.99 | 1.64 |
| Standard Deviation(%) | NA | 30.00 | 19.79 | 17.57 | 16.67 | NA | NA | … | … | 34.91 | 10.07 | 13.33 | 7.00 | 16.56 | 15.57 | 10.47 | 11.54 | 14.86 | 23.18 | 16.76 | 25.87 | 40.07 | 12.93 |
| Draw Down(%) | NA | 35.13 | 35.13 | 35.13 | 35.13 | NA | NA | … | … | 35.13 | 5.93 | 20.71 | 2.71 | 11.79 | 14.41 | 10.52 | 7.50 | 13.01 | 18.90 | 14.86 | 31.06 | 49.20 | 1.34 |
| Yield(%) | 0.00 | 2.17 | 3.29 | 3.43 | 3.43 | 2.10 | 1.57 | … | … | 1.06 | 3.09 | 5.23 | 2.30 | 2.53 | 2.03 | 2.88 | 2.16 | 2.21 | 2.30 | 2.55 | 2.80 | 4.45 | 0.00 |
Data as of 09/23/2020, Common starting date is 12/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGEWX (ING Global Equity Dividend) |
-4.53%
Jan 2008 – Jan 2011 |
-0.12%
Jan 2008 – Jan 2013 |
3.28%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGEWX (ING Global Equity Dividend) |
21.80%
Feb 2009 – Feb 2012 |
18.90%
Feb 2009 – Feb 2014 |
10.90%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart