Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NIVBX (ING International Value B) | NA | 21.30% | 4.19% | -1.88% | 6.01% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NIVBX (ING International Value B) | 11/12/1998 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 21.30 | 4.19 | -1.88 | 6.01 | NA | NA | … | … | 4.75 | 12.62 | -14.52 | 2.54 | 21.94 | -39.11 | 7.26 | 27.34 | 9.41 | 23.26 | 46.75 | -20.13 | -13.99 | 1.17 | 50.23 | 5.89 |
| Sharpe Ratio | NA | 1.39 | 0.20 | -0.08 | 0.23 | NA | NA | … | … | 0.58 | 0.76 | -0.56 | 0.12 | 0.76 | -0.97 | 0.28 | 1.88 | 0.66 | 1.49 | 2.74 | -1.04 | -1.09 | -0.21 | 3.42 | 2.81 |
| Standard Deviation(%) | NA | 15.30 | 20.35 | 27.83 | 22.38 | NA | NA | … | … | 15.68 | 16.57 | 26.08 | 19.92 | 28.86 | 41.35 | 15.10 | 12.88 | 10.94 | 14.95 | 16.79 | 20.34 | 15.15 | 13.66 | 13.76 | 18.44 |
| Draw Down(%) | NA | 9.75 | 27.95 | 51.15 | 59.47 | NA | NA | … | … | 9.75 | 17.26 | 26.03 | 18.24 | 30.90 | 51.42 | 11.56 | 13.71 | 8.06 | 12.98 | 20.55 | 32.25 | 27.35 | 12.15 | 8.30 | 6.08 |
| Yield(%) | 0.00 | 1.58 | 1.00 | 2.64 | 8.46 | 7.67 | 5.76 | … | … | 0.00 | 1.49 | 1.39 | 0.00 | 0.47 | 9.25 | 16.55 | 11.98 | 8.25 | 6.29 | 0.00 | 0.00 | 1.73 | 11.26 | 6.00 | 5.98 |
Data as of 07/12/2013, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIVBX (ING International Value B) |
-15.30%
Feb 2006 – Feb 2009 |
-10.05%
May 2007 – May 2012 |
1.76%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NIVBX (ING International Value B) |
34.82%
Mar 2003 – Mar 2006 |
23.68%
Sep 2002 – Sep 2007 |
8.54%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
