Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IMLSX (ING BlackRock Large Cap Growth Port S) | NA | -0.81% | 4.51% | 10.96% | NA | NA | NA | 3.06% |
Data as of 07/22/2014, AR inception is 02/02/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IMLSX (ING BlackRock Large Cap Growth Port S) | 02/02/2006 | 07/22/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -19.71 | -0.81 | 4.51 | 10.96 | NA | NA | NA | 3.06 | -14.50 | 33.09 | 14.46 | -1.58 | 13.41 | 30.20 | -39.06 | 6.75 | 3.37 |
Sharpe Ratio | NA | -0.03 | 0.16 | 0.40 | NA | NA | NA | 0.09 | -0.74 | 2.92 | 1.10 | -0.06 | 0.68 | 1.20 | -1.10 | 0.23 | 0.03 |
Standard Deviation(%) | NA | 32.76 | 27.61 | 27.12 | NA | NA | NA | 23.22 | 33.51 | 11.32 | 13.17 | 26.24 | 19.47 | 25.00 | 36.37 | 16.20 | 14.14 |
Draw Down(%) | NA | 21.62 | 23.81 | 24.97 | NA | NA | NA | 53.69 | 21.62 | 6.81 | 11.39 | 24.97 | 17.68 | 22.33 | 49.88 | 11.41 | 13.67 |
Yield(%) | 0.00 | 0.00 | 0.60 | 0.69 | 1.79 | 1.19 | 0.89 | 2.23 | 0.00 | 1.28 | 0.54 | 0.41 | 0.27 | 0.35 | 9.76 | 0.00 | 5.45 |
Data as of 07/22/2014, AR inception is 02/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMLSX (ING BlackRock Large Cap Growth Port S) |
-14.74%
Mar 2006 - Mar 2009 |
-2.18%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMLSX (ING BlackRock Large Cap Growth Port S) |
23.92%
Feb 2009 - Feb 2012 |
21.06%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart