Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/28/2010.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IWSAX (ING Wells Fargo Sm Cap Disciplined Adv) | NA | -0.91% | -8.10% | NA | NA | NA | NA | -4.33% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWSAX (ING Wells Fargo Sm Cap Disciplined Adv) | 05/12/2006 | 09/28/2010 |
The return data shown below all have the same latest date: 09/28/2010.
AR inception is since 05/12/2006.
AR inception is since 05/12/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.91 | -8.10 | NA | NA | NA | NA | -4.33 | -5.72 | 29.47 | -32.93 | -4.05 | 6.62 |
| Sharpe Ratio | NA | -0.04 | -0.27 | NA | NA | NA | NA | -0.19 | -0.31 | 0.90 | -0.87 | -0.42 | 0.56 |
| Standard Deviation(%) | NA | 24.02 | 32.64 | NA | NA | NA | NA | 28.03 | 24.74 | 32.70 | 38.92 | 16.81 | 12.95 |
| Draw Down(%) | NA | 22.94 | 54.98 | NA | NA | NA | NA | 56.76 | 22.94 | 30.21 | 45.85 | 15.05 | 7.38 |
| Yield(%) | 0.00 | 0.69 | 4.12 | 3.07 | 1.53 | 1.02 | 0.77 | 3.84 | 0.65 | 0.33 | 12.61 | 0.00 | 2.30 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWSAX (ING Wells Fargo Sm Cap Disciplined Adv) |
-9.86%
Jun 2007 - Jun 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWSAX (ING Wells Fargo Sm Cap Disciplined Adv) |
-2.88%
Apr 2007 - Apr 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart