Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ISOSX (ING SOLUTION 2015 PORTFOLIO S CLASS) | NA | -12.34% | 1.14% | 4.33% | 2.82% | NA | NA | 3.21% |
Data as of 08/24/2015, AR inception is 05/02/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ISOSX (ING SOLUTION 2015 PORTFOLIO S CLASS) | 05/02/2005 | 08/24/2015 |
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 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -12.34 | 1.14 | 4.33 | 2.82 | NA | NA | 3.21 | -12.55 | 2.51 | 5.56 | 6.98 | -3.90 | 7.93 | 19.95 | -31.12 | 3.78 | 10.68 | 6.74 |
Sharpe Ratio | NA | -0.87 | -0.11 | 0.13 | -0.05 | NA | NA | -0.02 | -1.23 | 0.43 | 0.86 | 0.74 | -0.30 | 0.74 | 1.09 | -1.53 | 0.09 | 1.23 | 1.78 |
Standard Deviation(%) | NA | 13.91 | 9.81 | 10.84 | 12.74 | NA | NA | 12.12 | 15.29 | 5.80 | 6.42 | 9.49 | 12.89 | 10.54 | 18.22 | 20.84 | 8.63 | 6.04 | 4.42 |
Draw Down(%) | NA | 15.74 | 15.74 | 15.74 | 43.17 | NA | NA | 43.17 | 15.74 | 6.11 | 6.39 | 5.20 | 15.23 | 7.86 | 17.73 | 34.54 | 6.43 | 4.97 | 3.00 |
Yield(%) | 0.00 | 0.00 | 2.32 | 3.18 | 2.66 | 1.84 | 1.38 | 2.76 | 0.00 | 3.30 | 3.29 | 4.37 | 3.20 | 2.36 | 5.36 | 3.33 | 0.72 | 0.00 | 0.00 |
Data as of 08/24/2015, AR inception is 05/02/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ISOSX (ING SOLUTION 2015 PORTFOLIO S CLASS) |
-10.01%
Feb 2006 - Feb 2009 |
0.43%
May 2007 - May 2012 |
4.40%
Jul 2005 - Jul 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ISOSX (ING SOLUTION 2015 PORTFOLIO S CLASS) |
17.78%
Feb 2009 - Feb 2012 |
13.65%
Feb 2009 - Feb 2014 |
4.46%
Jun 2005 - Jun 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart