Sunday, April 11, 2010

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.

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