Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMOSX (ING Thornburg Value Port S) | NA | 0.87% | 2.22% | 1.92% | 6.14% | NA | NA | 5.87% |
Data as of 03/22/2013, AR inception is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMOSX (ING Thornburg Value Port S) | 10/21/2002 | 03/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | 0.87 | 2.22 | 1.92 | 6.14 | NA | NA | 5.87 | 7.35 | 8.97 | -13.30 | 11.13 | 44.36 | -39.90 | 7.00 | 16.57 | 0.74 | 12.25 | 27.53 | 0.59 |
| Sharpe Ratio | NA | 0.05 | 0.10 | 0.08 | 0.21 | NA | NA | 0.21 | 3.41 | 0.54 | -0.47 | 0.63 | 1.60 | -1.01 | 0.24 | 1.26 | -0.14 | 0.92 | 1.48 | 0.09 |
| Standard Deviation(%) | NA | 15.47 | 21.62 | 27.42 | 21.91 | NA | NA | 21.72 | 11.00 | 16.67 | 28.55 | 17.51 | 27.59 | 40.21 | 16.56 | 10.62 | 10.47 | 12.30 | 18.09 | 23.08 |
| Draw Down(%) | NA | 20.46 | 28.54 | 51.40 | 57.57 | NA | NA | 57.57 | 3.12 | 20.73 | 28.54 | 16.82 | 25.89 | 51.06 | 11.33 | 8.00 | 7.14 | 10.52 | 16.20 | 7.70 |
| Yield(%) | 0.00 | 0.08 | 0.65 | 0.56 | 0.58 | 0.37 | 0.28 | 0.56 | 0.00 | 0.09 | 0.50 | 1.40 | 1.01 | 0.10 | 0.46 | 0.23 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2013, AR inception is 10/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMOSX (ING Thornburg Value Port S) |
-14.82%
Feb 2006 - Feb 2009 |
-7.31%
Feb 2004 - Feb 2009 |
4.18%
Nov 2002 - Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMOSX (ING Thornburg Value Port S) |
23.14%
Feb 2009 - Feb 2012 |
12.46%
Dec 2002 - Dec 2007 |
6.14%
Feb 2003 - Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart