Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMEIX (ING Legg Mason ClearBridge Agrsv Gr I ) | NA | -9.99% | -4.66% | -4.21% | NA | NA | NA | 1.19% |
Data as of 03/14/2011, AR inception is 05/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMEIX (ING Legg Mason ClearBridge Agrsv Gr I ) | 05/10/2002 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.99 | -4.66 | -4.21 | NA | NA | NA | 1.19 | -22.35 | 24.47 | 32.31 | -39.21 | -1.61 | 10.29 | 11.44 | 9.72 | 38.18 | -22.91 |
| Sharpe Ratio | NA | -0.24 | -0.12 | -0.14 | NA | NA | NA | -0.01 | -1.16 | 1.20 | 1.13 | -0.98 | -0.29 | 0.57 | 0.78 | 0.63 | 1.86 | -1.13 |
| Standard Deviation(%) | NA | 43.14 | 42.05 | 40.03 | NA | NA | NA | 25.46 | 62.75 | 20.35 | 28.56 | 40.91 | 15.92 | 12.42 | 11.86 | 13.91 | 20.15 | 30.43 |
| Draw Down(%) | NA | 25.01 | 51.82 | 55.90 | NA | NA | NA | 55.90 | 25.01 | 17.16 | 24.91 | 50.42 | 11.21 | 10.25 | 8.15 | 14.31 | 12.74 | 32.19 |
| 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 | 0.00 |
Data as of 03/14/2011, AR inception is 05/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMEIX (ING Legg Mason ClearBridge Agrsv Gr I ) |
-18.28%
Feb 2006 - Feb 2009 |
-8.08%
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 |
|---|---|---|---|---|
| IMEIX (ING Legg Mason ClearBridge Agrsv Gr I ) |
21.68%
Feb 2003 - Feb 2006 |
14.49%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart