Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMRSX (ING UBS US Large Cap Equity Port S) | NA | 10.14% | 9.28% | 3.17% | 6.95% | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMRSX (ING UBS US Large Cap Equity Port S) | 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 (%) | -1.29 | 10.14 | 9.28 | 3.17 | 6.95 | NA | NA | … | … | 10.16 | 13.13 | -2.71 | 13.02 | 31.57 | -40.01 | 0.93 | 14.32 | 8.99 | 13.75 | 23.80 | -3.35 |
| Sharpe Ratio | NA | 0.64 | 0.46 | 0.11 | 0.24 | NA | NA | … | … | 4.20 | 0.84 | -0.11 | 0.69 | 1.00 | -0.92 | -0.13 | 1.12 | 0.70 | 1.12 | 1.44 | -0.96 |
| Standard Deviation(%) | NA | 15.70 | 20.19 | 28.91 | 22.70 | NA | NA | … | … | 12.98 | 15.72 | 25.07 | 18.86 | 31.62 | 44.44 | 16.24 | 9.87 | 9.73 | 11.38 | 16.01 | 17.59 |
| Draw Down(%) | NA | 14.24 | 22.06 | 54.66 | 58.83 | NA | NA | … | … | 4.03 | 14.24 | 22.06 | 16.93 | 29.06 | 51.57 | 10.68 | 7.02 | 5.33 | 8.97 | 13.09 | 5.51 |
| Yield(%) | 0.00 | 0.68 | 0.76 | 0.90 | 1.09 | 0.69 | 0.52 | … | … | 0.00 | 0.76 | 0.71 | 0.73 | 1.39 | 1.51 | 0.65 | 0.76 | 0.83 | 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 |
|---|---|---|---|---|
| IMRSX (ING UBS US Large Cap Equity Port S) |
-18.01%
Feb 2006 – Feb 2009 |
-7.93%
Feb 2004 – Feb 2009 |
4.96%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMRSX (ING UBS US Large Cap Equity Port S) |
25.81%
Feb 2009 – Feb 2012 |
12.11%
Dec 2002 – Dec 2007 |
6.95%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart