Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Tactical Asset Allocation Moderate | NA | 27.06% | 11.29% | 15.94% | 13.22% | NA | NA | 14.69% |
Data as of 10/29/2010, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/28/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.37 | 27.06 | 11.29 | 15.94 | 13.22 | NA | NA | 14.69 | -0.11 | 22.20 | 22.14 | -4.00 | 20.73 | 14.50 | 16.95 | 16.94 | 21.83 | 5.62 | 0.32 |
| Sharpe Ratio | NA | 2.01 | 1.16 | 1.08 | 1.26 | NA | NA | 1.27 | -0.01 | 1.68 | 1.95 | -0.61 | 1.37 | 1.17 | 2.08 | 1.78 | 3.00 | 0.84 | -0.35 |
| Standard Deviation(%) | NA | 12.94 | 11.10 | 11.15 | 9.34 | NA | NA | 9.32 | 9.63 | 13.15 | 11.28 | 8.12 | 12.92 | 9.62 | 7.11 | 8.98 | 7.05 | 5.37 | 5.64 |
| Draw Down(%) | NA | 9.22 | 10.20 | 10.87 | 10.87 | NA | NA | 10.87 | 1.51 | 9.22 | 5.75 | 7.98 | 10.87 | 10.64 | 5.71 | 10.61 | 5.60 | 4.63 | 6.23 |
| Yield(%) | NA | 2.50 | 4.81 | 5.82 | 5.07 | NA | NA | 0.00 | 0.00 | 2.41 | 2.55 | 9.28 | 11.22 | 3.74 | 3.33 | 2.72 | 5.44 | 4.27 | 5.94 |
Data as of 10/29/2010, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Tactical Asset Allocation Moderate |
5.77%
Apr 2006 - Apr 2009 |
10.76%
Mar 2004 - Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) ING Plan Tactical Asset Allocation Moderate |
22.51%
Apr 2003 - Apr 2006 |
18.96%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart