Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 07/22/2014.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IMSRX (ING MFS Total Return Port S) | NA | -6.09% | 4.33% | 8.53% | 4.34% | NA | NA | 4.68% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IMSRX (ING MFS Total Return Port S) | 06/04/2003 | 07/22/2014 |
The return data shown below all have the same latest date: 07/22/2014.
AR inception is since 06/04/2003.
AR inception is since 06/04/2003.
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 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -15.79 | -6.09 | 4.33 | 8.53 | 4.34 | NA | NA | 4.68 | -11.16 | 18.68 | 11.18 | 1.58 | 14.34 | 17.90 | -22.35 | 4.01 | 4.22 | 2.90 | 11.24 | 6.89 |
Sharpe Ratio | NA | -0.27 | 0.25 | 0.53 | 0.20 | NA | NA | 0.28 | -0.77 | 2.71 | 1.54 | 0.12 | 1.34 | 1.11 | -0.97 | 0.11 | 0.10 | 0.12 | 1.61 | 1.69 |
Standard Deviation(%) | NA | 23.06 | 17.33 | 16.04 | 16.28 | NA | NA | 13.13 | 25.07 | 6.89 | 7.28 | 13.15 | 10.63 | 16.06 | 23.86 | 9.31 | 9.23 | 6.16 | 6.39 | 6.84 |
Draw Down(%) | NA | 16.54 | 16.54 | 16.54 | 37.17 | NA | NA | 37.17 | 16.54 | 4.51 | 6.11 | 11.79 | 8.28 | 17.72 | 31.84 | 6.32 | 10.69 | 3.93 | 5.41 | 4.17 |
Yield(%) | 0.00 | 0.00 | 1.64 | 3.27 | 4.39 | 3.16 | 2.37 | 4.32 | 0.00 | 2.29 | 2.54 | 2.42 | 4.67 | 2.72 | 14.05 | 8.25 | 0.00 | 5.74 | 2.10 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMSRX (ING MFS Total Return Port S) |
-10.01%
Feb 2006 - Feb 2009 |
-3.80%
Feb 2004 - Feb 2009 |
5.36%
Jan 2004 - Jan 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMSRX (ING MFS Total Return Port S) |
17.92%
Feb 2009 - Feb 2012 |
15.67%
Feb 2009 - Feb 2014 |
6.07%
May 2004 - May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart