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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.74% | 3.49% | 7.18% | 6.33% | 7.21% | 6.13% | 5.99% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.18 | 20.74 | 3.49 | 7.18 | 6.33 | 7.21 | 6.13 | 5.99 | NA | 7.52 | 12.07 | -9.79 | 9.11 | 14.97 | 20.17 | -7.55 | 15.34 | 2.49 | 1.11 | 3.79 | 10.00 | 13.02 | 1.44 | 13.35 | 23.06 | -22.96 | 6.39 | 9.43 | 4.02 | 7.49 | 19.00 | -6.27 | 1.81 |
| Sharpe Ratio | NA | 0.18 | -0.08 | 0.29 | 0.42 | NA | NA | 0.46 | 0.02 | 0.12 | 1.00 | -0.71 | 1.00 | 0.73 | 2.92 | -0.95 | 3.53 | 0.27 | 0.13 | 0.59 | 1.57 | 2.01 | 0.12 | 1.39 | 1.73 | -1.48 | 0.46 | 1.23 | 0.36 | 1.01 | 2.52 | -0.87 | -0.07 |
| Standard Deviation(%) | NA | 7.53 | 11.01 | 13.05 | 10.65 | NA | NA | 9.69 | 6.70 | 7.58 | 7.82 | 15.66 | 9.10 | 20.10 | 6.43 | 9.37 | 4.17 | 8.43 | 8.19 | 6.37 | 6.35 | 6.45 | 11.80 | 9.56 | 13.29 | 16.11 | 7.42 | 4.99 | 5.17 | 6.51 | 7.28 | 8.48 | 7.16 |
| Draw Down(%) | NA | 5.14 | 15.57 | 25.39 | 25.39 | NA | NA | 35.26 | 0.46 | 5.14 | 7.79 | 16.12 | 5.93 | 25.39 | 2.71 | 13.47 | 1.52 | 7.95 | 7.19 | 5.05 | 6.12 | 5.49 | 11.74 | 7.83 | 14.39 | 30.78 | 5.18 | 4.57 | 3.28 | 5.24 | 3.64 | 11.01 | 9.95 |
| Yield(%) | NA | 3.84 | 4.93 | 6.43 | 5.45 | NA | NA | 4.21 | NA | 0.79 | 3.82 | 7.29 | 3.08 | 8.81 | 8.31 | 5.57 | 5.42 | 2.87 | 5.00 | 3.83 | 3.04 | 3.02 | 3.80 | 5.14 | 3.67 | 4.91 | 5.21 | 3.45 | 4.57 | 0.98 | 0.73 | 1.12 | 2.36 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.49%
Feb 2006 - Feb 2009 |
-2.43%
Feb 2004 - Feb 2009 |
4.40%
Nov 2006 - Nov 2016 |
4.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ING PEN IRA Annuity Strategic Asset Allocation - Equal Weight Moderate |
18.78%
Feb 2009 - Feb 2012 |
14.73%
Feb 2009 - Feb 2014 |
9.22%
Feb 2009 - Feb 2019 |
8.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart