Performance and Sharpe Ratio of the ING Direct Streetwise Funds

Sharpe Ratios of the ING Direct Streetwise Funds

• Sharpe Ratios are usually calculated on a year by year basis, but since there isn't enough performance information with the Streetwise funds to do this, performance is calculated month-by-month, and then averaged to calculate the expected return per month
• Risk free return is assumed to be 1.2% a year (ING's current ISA rate), which is 0.0995% a month

Streetwise Balanced Income: 0.009645

Streetwise Balanced Growth: -0.08041

Streetwise Growth: -0.09839

UPDATE: For an updated performance review (as of October 2010), click here.