Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISF (ING Groep N.V. PERP HYB6.375%) | NA | 0.00% | 0.22% | 0.23% | NA | NA | NA | … | … |
Data as of 09/24/2020, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISF (ING Groep N.V. PERP HYB6.375%) | 06/18/2012 | 09/24/2020 |
| 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 (%) | 0.00 | 0.00 | 0.22 | 0.23 | NA | NA | NA | … | … | 0.00 | 1.89 | -1.40 | 2.23 | -2.48 | 0.94 | 7.76 | -2.03 | 18.17 | -10.99 | 30.63 | 74.95 | -38.38 | -15.47 |
| Sharpe Ratio | NA | 0.00 | -0.25 | -0.09 | -0.95 | NA | NA | … | … | 0.00 | -8.65 | -4.39 | -3.43 | -3.32 | -3.10 | -2.45 | -1.63 | 2.28 | -0.81 | 0.58 | 0.52 | -0.66 | -2.07 |
| Standard Deviation(%) | NA | 3.27 | 3.59 | 6.13 | 14.32 | NA | NA | … | … | NA | 2.47 | 5.23 | 4.97 | 10.99 | 5.67 | 4.38 | 12.60 | 8.57 | 36.29 | 20.92 | 107.82 | 87.08 | 22.34 |
| Draw Down(%) | NA | 0.00 | 5.45 | 9.85 | 30.22 | NA | NA | … | … | 0.00 | 1.20 | 5.45 | 2.71 | 9.85 | 3.55 | 2.18 | 12.61 | 4.14 | 30.22 | 18.14 | 81.18 | 69.58 | 18.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2020, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISF (ING Groep N.V. PERP HYB6.375%) |
-0.59%
Nov 2015 – Nov 2018 |
0.11%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISF (ING Groep N.V. PERP HYB6.375%) |
4.21%
Jul 2012 – Jul 2015 |
2.77%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart