Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/10/2015.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IGRTX (ING Global Resources Port S2) | NA | -17.67% | -4.01% | 0.16% | NA | NA | NA | 0.26% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IGRTX (ING Global Resources Port S2) | 02/01/2006 | 03/10/2015 |
The return data shown below all have the same latest date: 03/10/2015.
AR inception is since 02/01/2006.
AR inception is since 02/01/2006.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -2.76 | -17.67 | -4.01 | 0.16 | NA | NA | NA | 0.26 | -3.72 | -11.91 | 13.40 | -2.99 | -9.24 | 21.46 | 37.26 | -41.49 | 32.19 | -6.27 |
Sharpe Ratio | NA | -0.79 | -0.22 | 0.01 | NA | NA | NA | -0.02 | -0.71 | -0.60 | 0.85 | -0.15 | -0.29 | 0.85 | 0.98 | -0.72 | 1.22 | -0.34 |
Standard Deviation(%) | NA | 22.30 | 19.55 | 23.51 | NA | NA | NA | 31.83 | 26.36 | 19.78 | 15.70 | 20.19 | 31.93 | 25.20 | 38.10 | 58.44 | 23.94 | 29.60 |
Draw Down(%) | NA | 32.11 | 32.11 | 33.11 | NA | NA | NA | 60.79 | 8.48 | 32.11 | 11.27 | 24.17 | 33.11 | 20.38 | 26.86 | 60.79 | 16.25 | 30.60 |
Yield(%) | 0.00 | 0.85 | 0.74 | 0.76 | 3.15 | 2.10 | 1.58 | 3.50 | 0.00 | 0.88 | 0.83 | 0.57 | 0.40 | 0.82 | 0.04 | 15.77 | 11.49 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IGRTX (ING Global Resources Port S2) |
-11.87%
Mar 2006 - Mar 2009 |
-5.57%
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 |
---|---|---|---|---|
IGRTX (ING Global Resources Port S2) |
24.09%
Feb 2009 - Feb 2012 |
14.62%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart