Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMTIX (ING MFS Total Return Port I) | NA | -6.22% | 4.43% | 7.90% | NA | NA | NA | 3.43% |
Data as of 07/22/2014, AR inception is 02/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMTIX (ING MFS Total Return Port I) | 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 (%) | -16.08 | -6.22 | 4.43 | 7.90 | NA | NA | NA | 3.43 | -11.43 | 19.05 | 11.42 | 1.86 | 10.48 | 18.14 | -22.16 | 4.27 | 3.31 |
| Sharpe Ratio | NA | -0.26 | 0.25 | 0.48 | NA | NA | NA | 0.16 | -0.77 | 2.77 | 1.59 | 0.14 | 1.06 | 1.12 | -0.96 | 0.13 | 0.03 |
| Standard Deviation(%) | NA | 23.74 | 17.77 | 16.39 | NA | NA | NA | 14.71 | 25.67 | 6.87 | 7.22 | 13.19 | 9.77 | 16.07 | 23.94 | 9.30 | 10.05 |
| Draw Down(%) | NA | 16.93 | 16.93 | 16.93 | NA | NA | NA | 36.92 | 16.93 | 4.45 | 6.04 | 11.73 | 8.22 | 17.68 | 31.73 | 6.32 | 10.93 |
| Yield(%) | 0.00 | 0.00 | 1.84 | 2.67 | 3.24 | 2.16 | 1.62 | 4.05 | 0.00 | 2.57 | 2.82 | 2.69 | 0.75 | 3.01 | 14.53 | 8.50 | 0.00 |
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 |
|---|---|---|---|---|
| IMTIX (ING MFS Total Return Port I) |
-8.22%
Mar 2006 - Mar 2009 |
0.78%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMTIX (ING MFS Total Return Port I) |
16.74%
Feb 2009 - Feb 2012 |
15.10%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart