Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMVTX (ING BlackRock Large Cap Value S2) | NA | 6.34% | -2.93% | -1.90% | NA | NA | NA | … | … |
Data as of 03/14/2011, Common starting date is 02/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMVTX (ING BlackRock Large Cap Value S2) | 02/02/2006 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.34 | -2.93 | -1.90 | NA | NA | NA | … | … | -1.05 | 11.28 | 12.69 | -35.48 | 4.15 | 10.39 |
| Sharpe Ratio | NA | 0.31 | -0.11 | -0.13 | NA | NA | NA | … | … | -0.54 | 0.54 | 0.46 | -0.90 | 0.07 | 0.62 |
| Standard Deviation(%) | NA | 19.88 | 30.40 | 25.89 | NA | NA | NA | … | … | 9.95 | 20.57 | 27.22 | 40.24 | 16.98 | 13.24 |
| Draw Down(%) | NA | 18.24 | 49.73 | 55.66 | NA | NA | NA | … | … | 4.88 | 18.24 | 28.49 | 48.64 | 12.64 | 11.15 |
| Yield(%) | 0.00 | 1.53 | 2.12 | 2.52 | 1.27 | 0.85 | 0.64 | … | … | 0.00 | 1.55 | 0.22 | 4.40 | 3.45 | 3.06 |
Data as of 03/14/2011, 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 |
|---|---|---|---|---|
| IMVTX (ING BlackRock Large Cap Value S2) |
-14.74%
Mar 2006 – Mar 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMVTX (ING BlackRock Large Cap Value S2) |
-4.42%
Feb 2008 – Feb 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart