Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMEAX (ING Legg Mason Partners Agrsv Gr Adv) | NA | -11.26% | -5.42% | -4.86% | NA | NA | NA | … | … |
Data as of 03/14/2011, Common starting date is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMEAX (ING Legg Mason Partners Agrsv Gr Adv) | 10/21/2002 | 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 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.26 | -5.42 | -4.86 | NA | NA | NA | … | … | -23.12 | 23.84 | 31.62 | -39.48 | -2.11 | 9.74 | 10.90 | 9.18 | 37.45 | -6.09 |
| Sharpe Ratio | NA | -0.26 | -0.13 | -0.15 | NA | NA | NA | … | … | -1.14 | 1.17 | 1.10 | -0.98 | -0.32 | 0.52 | 0.74 | 0.59 | 1.82 | -1.31 |
| Standard Deviation(%) | NA | 44.96 | 43.36 | 42.38 | NA | NA | NA | … | … | 64.94 | 20.30 | 28.53 | 40.91 | 15.91 | 12.41 | 11.86 | 13.88 | 20.15 | 21.68 |
| Draw Down(%) | NA | 25.75 | 52.02 | 56.21 | NA | NA | NA | … | … | 25.75 | 17.25 | 24.97 | 50.64 | 11.28 | 10.35 | 8.23 | 14.49 | 12.77 | 8.86 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/14/2011, 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 |
|---|---|---|---|---|
| IMEAX (ING Legg Mason Partners Agrsv Gr Adv) |
-18.69%
Feb 2006 – Feb 2009 |
-8.54%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMEAX (ING Legg Mason Partners Agrsv Gr Adv) |
21.07%
Feb 2003 – Feb 2006 |
12.32%
Dec 2002 – Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart