Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ING PEN IRA Annuity Tactical Asset Allocation Moderate | NA | 17.85% | 0.54% | 3.48% | 4.04% | 4.95% | 6.09% | 5.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ING PEN IRA Annuity Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.05 | 17.85 | 0.54 | 3.48 | 4.04 | 4.95 | 6.09 | 5.27 | NA | 7.10 | 6.53 | -13.91 | 5.95 | 9.66 | 8.32 | -4.58 | 16.18 | 9.76 | -4.04 | -1.42 | 12.71 | 7.54 | 3.59 | 7.83 | 23.58 | -3.87 | 6.90 | 18.67 | 4.25 | 5.90 | 11.52 | -11.19 | 0.26 |
| Sharpe Ratio | NA | 0.23 | -0.43 | 0.03 | 0.27 | NA | NA | 0.49 | 0.08 | 0.05 | 0.32 | -1.82 | 0.63 | 0.94 | 1.42 | -0.71 | 3.41 | 1.61 | -0.72 | -0.24 | 1.68 | 1.25 | 0.43 | 0.69 | 2.66 | -1.16 | 0.40 | 2.14 | 0.33 | 0.61 | 1.58 | -1.66 | -0.50 |
| Standard Deviation(%) | NA | 10.37 | 8.74 | 9.16 | 7.75 | NA | NA | 7.60 | 10.89 | 10.39 | 7.02 | 8.39 | 9.42 | 10.06 | 4.88 | 8.33 | 4.56 | 5.92 | 5.67 | 5.89 | 7.55 | 6.01 | 8.28 | 11.18 | 8.84 | 4.15 | 9.64 | 7.20 | 6.29 | 8.08 | 6.86 | 7.39 | 4.13 |
| Draw Down(%) | NA | 7.48 | 17.24 | 18.93 | 18.93 | NA | NA | 18.93 | 0.88 | 7.48 | 5.88 | 14.49 | 6.54 | 14.67 | 3.38 | 11.20 | 1.36 | 3.79 | 7.01 | 5.58 | 6.87 | 5.53 | 7.74 | 8.61 | 4.23 | 6.82 | 7.03 | 7.08 | 4.52 | 8.13 | 3.26 | 12.55 | 5.01 |
| Yield(%) | NA | 2.94 | 2.49 | 3.40 | 4.54 | NA | NA | 3.58 | NA | 0.88 | 3.45 | 1.10 | 2.71 | 2.82 | 6.61 | 3.11 | 4.70 | 8.21 | 7.81 | 5.10 | 2.35 | 2.21 | 5.16 | 2.81 | 4.40 | 4.71 | 4.21 | 2.08 | 2.34 | 0.91 | 0.41 | 0.99 | 3.31 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| ING PEN IRA Annuity Tactical Asset Allocation Moderate |
-1.14%
Apr 2021 - Apr 2024 |
-0.37%
Feb 2018 - Feb 2023 |
2.38%
Oct 2013 - Oct 2023 |
4.37%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ING PEN IRA Annuity Tactical Asset Allocation Moderate |
12.55%
Oct 2004 - Oct 2007 |
11.92%
Apr 2005 - Apr 2010 |
9.15%
Apr 2003 - Apr 2013 |
8.06%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart