Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 07/20/2012.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| NECAX (ING Emerging Countries A) | 3.63% | NA | -23.03% | 1.53% | -10.49% | 5.98% | 2.06% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NECAX (ING Emerging Countries A) | 06/21/1996 | 07/20/2012 |
The return data shown below all have the same latest date: 07/20/2012.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.45 | -23.03 | 1.53 | -10.49 | 5.98 | 2.06 | NA | 3.63 | -1.16 | -24.89 | 15.65 | 69.67 | -56.75 | 17.05 | 27.47 | 17.92 | 20.08 | 47.28 | -9.11 | -7.68 | -31.94 | 75.80 | -22.19 | 9.66 | 5.26 |
| Sharpe Ratio | NA | -0.84 | 0.06 | -0.34 | 0.18 | NA | NA | -0.04 | -0.11 | -0.96 | 0.69 | 2.22 | -1.16 | 0.79 | 1.78 | 1.33 | 1.09 | 3.37 | -0.61 | -0.49 | -1.54 | 4.21 | -1.05 | -2.45 | 0.86 |
| Standard Deviation(%) | NA | 27.43 | 23.58 | 32.15 | 25.26 | NA | NA | 23.15 | 19.56 | 26.08 | 22.43 | 31.34 | 49.45 | 17.88 | 13.66 | 11.81 | 17.62 | 13.83 | 16.81 | 20.95 | 23.39 | 17.24 | 24.25 | 18.55 | 7.78 |
| Draw Down(%) | NA | 28.15 | 31.22 | 68.90 | 68.90 | NA | NA | 68.90 | 19.61 | 31.22 | 17.84 | 21.22 | 66.41 | 15.91 | 18.29 | 10.19 | 21.39 | 12.64 | 30.39 | 34.32 | 43.54 | 9.20 | 43.96 | 24.38 | 6.04 |
| Yield(%) | 0.00 | 0.00 | 0.08 | 1.01 | 2.02 | 1.35 | 1.38 | 1.73 | 0.00 | 0.00 | 0.18 | 0.00 | 1.39 | 4.71 | 1.64 | 0.63 | 0.10 | 0.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.61 | 6.71 | 1.81 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECAX (ING Emerging Countries A) |
-20.55%
Mar 2000 - Mar 2003 |
-9.13%
Sep 1997 - Sep 2002 |
1.28%
Feb 2000 - Feb 2010 |
2.16%
Jun 1997 - Jun 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NECAX (ING Emerging Countries A) |
34.32%
Mar 2003 - Mar 2006 |
28.84%
Sep 2002 - Sep 2007 |
10.44%
Aug 1998 - Aug 2008 |
5.96%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart