Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ING GoldenSelect Premium Plus Strategic Asset Allocation - Optimal Moderate | NA | -2.37% | 1.60% | 2.58% | 6.51% | 4.88% | NA | 4.68% |
Data as of 06/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ING GoldenSelect Premium Plus Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 09/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | -2.37 | 1.60 | 2.58 | 6.51 | 4.88 | NA | 4.68 | 0.53 | 17.18 | -8.21 | 6.48 | 7.79 | -0.58 | 2.19 | 16.48 | 12.37 | 3.60 | 12.48 | 23.98 | -22.95 | 7.13 | 9.38 | 2.56 | 11.24 | 17.87 | -14.87 | 2.31 |
| Sharpe Ratio | NA | -0.75 | -1.39 | -1.71 | -1.44 | NA | NA | -1.48 | -0.50 | -0.94 | -2.89 | -2.26 | -3.25 | -2.32 | -2.35 | -0.29 | -0.84 | -1.08 | -0.57 | 0.33 | -2.04 | -1.71 | -2.00 | -2.54 | -1.29 | -0.17 | -2.67 | -402.92 |
| Standard Deviation(%) | NA | 16.79 | 11.96 | 10.40 | 9.73 | NA | NA | 10.56 | 19.93 | 6.44 | 10.31 | 5.64 | 8.11 | 8.24 | 6.96 | 7.01 | 7.34 | 13.77 | 10.66 | 16.17 | 20.82 | 8.70 | 6.49 | 7.27 | 6.47 | 8.48 | 12.98 | 0.05 |
| Draw Down(%) | NA | 18.66 | 18.66 | 18.66 | 18.66 | NA | NA | 37.74 | 18.66 | 4.04 | 15.33 | 2.78 | 7.15 | 10.04 | 4.98 | 5.68 | 5.93 | 12.53 | 7.77 | 19.53 | 32.52 | 4.99 | 6.02 | 5.53 | 4.76 | 6.62 | 24.26 | 0.00 |
| Yield(%) | NA | 9.55 | 5.99 | 5.40 | 4.14 | NA | NA | 3.38 | 2.51 | 14.44 | 2.29 | 0.30 | 4.15 | 6.52 | 2.63 | 3.76 | 3.36 | 2.48 | 1.56 | 4.83 | 4.18 | 4.08 | 2.72 | 1.16 | 0.02 | 0.29 | 0.71 | 2.31 |
Data as of 06/30/2020, 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 GoldenSelect Premium Plus Strategic Asset Allocation - Optimal Moderate |
-8.56%
Feb 2006 - Feb 2009 |
-2.87%
Feb 2004 - Feb 2009 |
3.49%
Sep 2001 - Sep 2011 |
4.50%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ING GoldenSelect Premium Plus Strategic Asset Allocation - Optimal Moderate |
20.81%
Feb 2009 - Feb 2012 |
17.04%
Feb 2009 - Feb 2014 |
9.62%
Feb 2009 - Feb 2019 |
7.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart