Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDLOX (ING Index Plus Large Cap O) | NA | 1.32% | 12.64% | -1.96% | NA | NA | NA | … | … |
Data as of 07/20/2012, Common starting date is 06/22/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDLOX (ING Index Plus Large Cap O) | 06/22/2004 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.29 | 1.32 | 12.64 | -1.96 | NA | NA | NA | … | … | 7.52 | -0.22 | 13.76 | 22.75 | -37.51 | 4.41 | 14.01 | 4.97 | 7.55 |
| Sharpe Ratio | NA | 0.05 | 0.65 | -0.09 | NA | NA | NA | … | … | 1.05 | -0.01 | 0.76 | 0.84 | -0.93 | 0.09 | 1.04 | 0.26 | 1.27 |
| Standard Deviation(%) | NA | 24.07 | 19.37 | 27.11 | NA | NA | NA | … | … | 13.38 | 23.95 | 17.96 | 27.03 | 40.99 | 16.24 | 10.36 | 10.65 | 10.62 |
| Draw Down(%) | NA | 19.11 | 19.97 | 55.68 | NA | NA | NA | … | … | 9.27 | 19.97 | 15.78 | 28.15 | 49.40 | 10.54 | 7.81 | 7.29 | 7.01 |
| Yield(%) | 0.00 | 2.30 | 2.27 | 2.28 | 1.86 | 1.24 | 0.93 | … | … | 0.00 | 2.41 | 1.67 | 1.74 | 1.19 | 6.89 | 1.04 | 0.89 | 1.15 |
Data as of 07/20/2012, Common starting date is 06/22/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDLOX (ING Index Plus Large Cap O) |
-16.26%
Feb 2006 – Feb 2009 |
-2.81%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDLOX (ING Index Plus Large Cap O) |
23.17%
Feb 2009 – Feb 2012 |
1.90%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart