Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMFSX (ING MFS Utilities Port S2) | NA | -14.68% | 1.67% | 8.78% | NA | NA | NA | … | … |
Data as of 07/22/2014, Common starting date is 07/21/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMFSX (ING MFS Utilities Port S2) | 07/21/2009 | 07/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -29.69 | -14.68 | 1.67 | 8.78 | NA | NA | NA | … | … | -19.15 | 20.05 | 13.11 | 6.27 | 15.76 | 12.50 |
| Sharpe Ratio | NA | -0.24 | 0.03 | 0.06 | NA | NA | NA | … | … | -0.64 | 1.95 | 1.30 | 0.31 | 0.91 | 1.70 |
| Standard Deviation(%) | NA | 62.02 | 56.71 | 134.97 | NA | NA | NA | … | … | 50.34 | 10.28 | 10.14 | 19.85 | 17.25 | 17.41 |
| Draw Down(%) | NA | 31.47 | 31.47 | 31.47 | NA | NA | NA | … | … | 31.47 | 7.98 | 7.75 | 15.87 | 11.77 | 5.74 |
| Yield(%) | 0.00 | 1.84 | 2.67 | 3.56 | 1.77 | 1.18 | 0.89 | … | … | 0.00 | 2.06 | 3.36 | 3.54 | 5.37 | 0.00 |
Data as of 07/22/2014, Common starting date is 07/21/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMFSX (ING MFS Utilities Port S2) |
11.20%
Nov 2009 – Nov 2012 |
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 |
|---|---|---|---|---|
| IMFSX (ING MFS Utilities Port S2) |
17.24%
Jun 2010 – Jun 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart