Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMUIX (ING MFS Utilities Port I) | NA | -14.54% | 1.99% | 9.70% | NA | NA | NA | … | … |
Data as of 07/22/2014, Common starting date is 02/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMUIX (ING MFS Utilities Port I) | 02/02/2006 | 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 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -29.88 | -14.54 | 1.99 | 9.70 | NA | NA | NA | … | … | -19.17 | 20.54 | 13.53 | 6.63 | 14.95 | 33.11 | -37.56 | 27.72 | 26.11 |
| Sharpe Ratio | NA | -0.23 | 0.03 | 0.06 | NA | NA | NA | … | … | -0.63 | 2.00 | 1.33 | 0.33 | 0.87 | 1.34 | -0.92 | 1.55 | 2.46 |
| Standard Deviation(%) | NA | 62.64 | 57.63 | 153.06 | NA | NA | NA | … | … | 50.62 | 10.23 | 10.20 | 19.81 | 17.04 | 24.55 | 41.54 | 16.01 | 10.47 |
| Draw Down(%) | NA | 31.62 | 31.62 | 31.62 | NA | NA | NA | … | … | 31.62 | 8.02 | 7.75 | 15.81 | 11.69 | 22.79 | 48.54 | 10.71 | 6.40 |
| Yield(%) | 0.00 | 2.33 | 3.04 | 4.39 | 4.77 | 3.18 | 2.38 | … | … | 0.00 | 2.61 | 3.61 | 3.89 | 3.83 | 6.37 | 12.78 | 4.71 | 0.75 |
Data as of 07/22/2014, Common starting date is 02/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUIX (ING MFS Utilities Port I) |
-5.88%
May 2007 – May 2010 |
1.37%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMUIX (ING MFS Utilities Port I) |
24.32%
Feb 2009 – Feb 2012 |
20.98%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart