Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISG (ING Groep N.V. PERP DBT 6.125) | NA | 0.00% | -1.14% | -0.86% | NA | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISG (ING Groep N.V. PERP DBT 6.125) | 06/18/2012 | 05/20/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -1.14 | -0.86 | NA | NA | NA | … | … | 0.00 | 0.00 | -4.57 | 4.54 | -2.47 | 2.12 | -2.08 | 1.07 | 9.16 | -3.18 | 18.54 | -12.65 | 30.46 | 69.67 | -34.65 | -19.60 | 11.32 | -0.56 |
| Sharpe Ratio | NA | 0.00 | -0.37 | -0.33 | -0.96 | NA | NA | … | … | 0.00 | 0.00 | -0.88 | -3.34 | -4.52 | -3.24 | -3.37 | -3.23 | -1.90 | -2.11 | 2.05 | -0.86 | 0.55 | 0.51 | -0.63 | -2.45 | -1.62 | -3.02 |
| Standard Deviation(%) | NA | 0.00 | 4.13 | 4.64 | 14.47 | NA | NA | … | … | NA | 0.00 | 5.44 | 5.60 | 5.32 | 5.30 | 10.70 | 5.41 | 4.92 | 10.31 | 9.93 | 36.41 | 21.54 | 99.72 | 85.33 | 17.04 | 6.84 | 7.41 |
| Draw Down(%) | NA | 0.00 | 7.92 | 7.92 | 30.30 | NA | NA | … | … | 0.00 | 0.00 | 7.92 | 2.31 | 4.63 | 3.49 | 9.59 | 2.94 | 2.42 | 14.00 | 3.79 | 30.30 | 19.47 | 78.95 | 68.23 | 21.84 | 8.01 | 6.03 |
| Yield(%) | 0.00 | 0.00 | 1.49 | 2.95 | 5.70 | 3.80 | 2.85 | … | … | 0.00 | 0.00 | 1.46 | 3.07 | 6.02 | 6.11 | 6.01 | 6.05 | 6.58 | 6.39 | 5.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/20/2022, 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 |
|---|---|---|---|---|
| ISG (ING Groep N.V. PERP DBT 6.125) |
-1.79%
Aug 2017 – Aug 2020 |
-0.92%
Jul 2016 – Jul 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISG (ING Groep N.V. PERP DBT 6.125) |
5.42%
Jul 2012 – Jul 2015 |
3.81%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart