Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMOIX (ING Thornburg Value Port I) | NA | 0.73% | 2.32% | 2.09% | 6.31% | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 05/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMOIX (ING Thornburg Value Port I) | 05/10/2002 | 03/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.96 | 0.73 | 2.32 | 2.09 | 6.31 | NA | NA | … | … | 6.97 | 9.27 | -13.11 | 11.37 | 44.76 | -39.75 | 7.24 | 16.84 | 0.74 | 12.35 | 27.82 | -21.90 |
| Sharpe Ratio | NA | 0.04 | 0.10 | 0.08 | 0.22 | NA | NA | … | … | 3.17 | 0.56 | -0.46 | 0.64 | 1.62 | -1.01 | 0.26 | 1.28 | -0.14 | 0.93 | 1.50 | -1.00 |
| Standard Deviation(%) | NA | 15.51 | 21.66 | 27.44 | 21.92 | NA | NA | … | … | 11.15 | 16.69 | 28.61 | 17.51 | 27.59 | 40.20 | 16.58 | 10.60 | 10.49 | 12.25 | 18.12 | 32.89 |
| Draw Down(%) | NA | 20.43 | 28.46 | 51.31 | 57.43 | NA | NA | … | … | 3.13 | 20.70 | 28.46 | 16.81 | 25.87 | 50.93 | 11.31 | 7.98 | 7.06 | 10.39 | 16.21 | 36.88 |
| Yield(%) | 0.00 | 0.39 | 0.87 | 0.82 | 0.84 | 0.42 | 0.32 | … | … | 0.00 | 0.45 | 0.71 | 1.51 | 1.37 | 0.45 | 0.48 | 0.51 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2013, Common starting date is 05/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMOIX (ING Thornburg Value Port I) |
-14.61%
Feb 2006 – Feb 2009 |
-7.16%
Feb 2004 – Feb 2009 |
3.00%
Jun 2002 – Jun 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMOIX (ING Thornburg Value Port I) |
23.44%
Feb 2009 – Feb 2012 |
15.77%
Sep 2002 – Sep 2007 |
6.36%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart