Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMRAX (ING UBS US Large Cap Equity Port Adv) | NA | 10.08% | 9.04% | 2.94% | 6.78% | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMRAX (ING UBS US Large Cap Equity Port Adv) | 10/21/2002 | 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 (%) | -1.11 | 10.08 | 9.04 | 2.94 | 6.78 | NA | NA | … | … | 10.25 | 12.85 | -2.93 | 12.74 | 31.15 | -40.07 | 0.65 | 14.05 | 8.67 | 13.75 | 24.01 | -3.36 |
| Sharpe Ratio | NA | 0.64 | 0.44 | 0.10 | 0.23 | NA | NA | … | … | 4.29 | 0.82 | -0.12 | 0.67 | 0.98 | -0.92 | -0.15 | 1.10 | 0.66 | 1.12 | 1.46 | -0.96 |
| Standard Deviation(%) | NA | 15.67 | 20.26 | 28.99 | 22.76 | NA | NA | … | … | 12.83 | 15.76 | 25.12 | 18.98 | 31.72 | 44.55 | 16.21 | 9.82 | 9.78 | 11.44 | 16.01 | 17.61 |
| Draw Down(%) | NA | 14.27 | 22.22 | 54.78 | 59.03 | NA | NA | … | … | 3.97 | 14.27 | 22.22 | 16.84 | 29.08 | 51.62 | 10.82 | 7.04 | 5.45 | 9.22 | 13.11 | 5.52 |
| Yield(%) | 0.00 | 0.45 | 0.56 | 0.72 | 0.93 | 0.59 | 0.44 | … | … | 0.00 | 0.50 | 0.63 | 0.50 | 1.16 | 1.27 | 0.66 | 0.78 | 0.75 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2013, Common starting date is 10/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMRAX (ING UBS US Large Cap Equity Port Adv) |
-18.20%
Feb 2006 – Feb 2009 |
-8.09%
Feb 2004 – Feb 2009 |
4.77%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMRAX (ING UBS US Large Cap Equity Port Adv) |
25.47%
Feb 2009 – Feb 2012 |
11.97%
Dec 2002 – Dec 2007 |
6.75%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart