Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AELIX (ING Index Plus LargeCap I) | NA | -20.40% | 4.02% | -6.46% | 3.32% | NA | NA | 0.84% |
Data as of 07/20/2012, AR inception is 05/15/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AELIX (ING Index Plus LargeCap I) | 05/15/1998 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.41 | -20.40 | 4.02 | -6.46 | 3.32 | NA | NA | 0.84 | -15.65 | 0.03 | 13.75 | 23.13 | -37.42 | 4.70 | 14.31 | 5.10 | 10.28 | 25.62 | -21.87 | -13.97 | -9.47 | 24.50 | 15.17 |
| Sharpe Ratio | NA | -0.50 | 0.13 | -0.20 | 0.06 | NA | NA | -0.04 | -0.75 | 0.00 | 0.76 | 0.85 | -0.93 | 0.10 | 1.07 | 0.28 | 0.83 | 1.50 | -0.90 | -0.85 | -0.59 | 1.12 | 0.94 |
| Standard Deviation(%) | NA | 40.74 | 30.15 | 35.44 | 31.57 | NA | NA | 22.78 | 35.64 | 23.88 | 18.05 | 26.96 | 40.98 | 16.26 | 10.36 | 10.53 | 11.21 | 16.60 | 25.57 | 19.55 | 22.74 | 19.07 | 23.22 |
| Draw Down(%) | NA | 28.76 | 28.76 | 55.52 | 55.55 | NA | NA | 55.55 | 28.76 | 19.89 | 16.03 | 28.14 | 49.32 | 10.49 | 7.77 | 7.26 | 7.74 | 13.34 | 32.56 | 27.86 | 17.68 | 11.11 | 18.98 |
| Yield(%) | 0.00 | 2.46 | 2.41 | 2.40 | 2.97 | 1.83 | 1.37 | 1.96 | 0.00 | 2.58 | 1.64 | 1.99 | 1.40 | 7.12 | 1.26 | 1.11 | 1.42 | 0.98 | 0.91 | 0.76 | 0.45 | 0.54 | 1.98 |
Data as of 07/20/2012, AR inception is 05/15/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AELIX (ING Index Plus LargeCap I) |
-16.96%
Mar 2000 - Mar 2003 |
-7.23%
Feb 2004 - Feb 2009 |
-4.03%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AELIX (ING Index Plus LargeCap I) |
23.38%
Feb 2009 - Feb 2012 |
14.05%
Sep 2002 - Sep 2007 |
3.97%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart