Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ILVSX (ING Legg Mason Value S) | NA | -26.01% | -18.35% | NA | NA | NA | NA | -20.01% |
Data as of 09/11/2009, AR inception is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILVSX (ING Legg Mason Value S) | 02/01/2006 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.01 | -18.35 | NA | NA | NA | NA | -20.01 | 16.12 | -55.84 | -5.99 | 6.20 |
| Sharpe Ratio | NA | -0.50 | -0.57 | NA | NA | NA | NA | -0.59 | 0.62 | -1.21 | -0.52 | 0.29 |
| Standard Deviation(%) | NA | 52.10 | 35.14 | NA | NA | NA | NA | 31.98 | 38.47 | 46.74 | 17.30 | 11.98 |
| Draw Down(%) | NA | 54.70 | 72.85 | NA | NA | NA | NA | 72.85 | 33.24 | 65.48 | 16.33 | 12.16 |
| Yield(%) | 0.00 | 1.64 | 6.99 | 4.00 | 2.00 | 1.33 | 1.00 | 6.66 | 2.47 | 18.05 | 1.24 | 0.33 |
Data as of 09/11/2009, AR inception is 02/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVSX (ING Legg Mason Value S) |
-27.45%
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 |
|---|---|---|---|---|
| ILVSX (ING Legg Mason Value S) |
-17.77%
Jul 2006 - Jul 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart