Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMRIX (ING UBS US Large Cap Equity Port I) | NA | 10.18% | 9.47% | 3.38% | 7.19% | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 05/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMRIX (ING UBS US Large Cap Equity 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 (%) | -1.46 | 10.18 | 9.47 | 3.38 | 7.19 | NA | NA | … | … | 9.90 | 13.48 | -2.57 | 13.45 | 31.76 | -39.77 | 1.18 | 14.51 | 9.38 | 13.79 | 24.22 | -18.19 |
| Sharpe Ratio | NA | 0.65 | 0.47 | 0.12 | 0.25 | NA | NA | … | … | 4.15 | 0.86 | -0.10 | 0.70 | 1.00 | -0.91 | -0.12 | 1.13 | 0.73 | 1.12 | 1.46 | -1.00 |
| Standard Deviation(%) | NA | 15.60 | 20.07 | 28.63 | 22.37 | NA | NA | … | … | 12.74 | 15.72 | 25.06 | 18.97 | 31.72 | 44.48 | 16.26 | 9.83 | 9.74 | 11.40 | 16.05 | 27.96 |
| Draw Down(%) | NA | 14.16 | 22.07 | 54.65 | 58.73 | NA | NA | … | … | 3.91 | 14.16 | 22.07 | 16.80 | 29.14 | 51.41 | 10.65 | 7.05 | 5.40 | 8.90 | 13.05 | 29.56 |
| Yield(%) | 0.00 | 0.95 | 1.10 | 1.24 | 1.42 | 0.76 | 0.57 | … | … | 0.00 | 1.06 | 1.15 | 0.99 | 1.66 | 2.12 | 0.72 | 0.85 | 0.92 | 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 |
|---|---|---|---|---|
| IMRIX (ING UBS US Large Cap Equity Port I) |
-17.81%
Feb 2006 – Feb 2009 |
-7.70%
Feb 2004 – Feb 2009 |
3.87%
Jun 2002 – Jun 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMRIX (ING UBS US Large Cap Equity Port I) |
26.11%
Feb 2009 – Feb 2012 |
14.66%
Sep 2002 – Sep 2007 |
7.21%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart