Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILVIX (ING Legg Mason Value I) | NA | -25.71% | -18.12% | NA | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILVIX (ING Legg Mason Value I) | 02/01/2006 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.71 | -18.12 | NA | NA | NA | NA | … | … | 16.55 | -55.85 | -5.70 | 6.47 |
| Sharpe Ratio | NA | -0.50 | -0.56 | NA | NA | NA | NA | … | … | 0.64 | -1.21 | -0.50 | 0.31 |
| Standard Deviation(%) | NA | 52.10 | 35.18 | NA | NA | NA | NA | … | … | 38.28 | 46.93 | 17.34 | 12.04 |
| Draw Down(%) | NA | 54.58 | 72.74 | NA | NA | NA | NA | … | … | 33.06 | 65.43 | 16.24 | 12.13 |
| Yield(%) | 0.00 | 1.93 | 7.10 | 4.06 | 2.03 | 1.35 | 1.02 | … | … | 2.90 | 18.14 | 1.24 | 0.33 |
Data as of 09/11/2009, 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 |
|---|---|---|---|---|
| ILVIX (ING Legg Mason Value I) |
-27.24%
Mar 2006 – Mar 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVIX (ING Legg Mason Value I) |
-17.55%
Jul 2006 – Jul 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart