Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IJCTX (ING Janus Contrarian S2) | NA | -8.56% | 18.39% | -4.12% | NA | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IJCTX (ING Janus Contrarian S2) | 02/01/2006 | 02/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.56 | 18.39 | -4.12 | NA | NA | NA | … | … | 0.00 | -7.87 | 13.98 | 36.21 | -49.17 | 20.83 | 16.08 |
| Sharpe Ratio | NA | -0.39 | 0.73 | -0.16 | NA | NA | NA | … | … | 0.00 | -0.34 | 0.67 | 1.03 | -1.09 | 1.09 | 1.02 |
| Standard Deviation(%) | NA | 22.23 | 25.18 | 30.66 | NA | NA | NA | … | … | NA | 23.10 | 20.80 | 34.91 | 46.02 | 16.44 | 14.09 |
| Draw Down(%) | NA | 23.55 | 23.55 | 65.08 | NA | NA | NA | … | … | 0.00 | 23.55 | 18.22 | 32.56 | 62.68 | 12.50 | 12.58 |
| Yield(%) | 0.00 | 1.50 | 1.14 | 3.05 | 2.30 | 1.53 | 1.15 | … | … | 0.00 | 1.49 | 0.19 | 0.35 | 10.98 | 2.03 | 4.72 |
Data as of 02/24/2012, Common starting date is 02/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJCTX (ING Janus Contrarian S2) |
-16.56%
Mar 2006 – Mar 2009 |
-3.55%
Jan 2007 – Jan 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJCTX (ING Janus Contrarian S2) |
16.69%
Nov 2008 – Nov 2011 |
2.57%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart