Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPCTX (ING PIMCO Core Bond Port S2) | NA | -2.24% | 0.77% | 3.39% | NA | NA | NA | … | … |
Data as of 08/22/2014, Common starting date is 02/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPCTX (ING PIMCO Core Bond Port S2) | 02/02/2006 | 08/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.24 | 0.77 | 3.39 | NA | NA | NA | … | … | -4.30 | -1.91 | 8.63 | 3.23 | 7.99 | 14.28 | 4.02 | 8.77 | 4.27 |
| Sharpe Ratio | NA | -0.33 | 0.15 | 0.80 | NA | NA | NA | … | … | -0.82 | -0.48 | 3.40 | 1.05 | 2.03 | 2.87 | 0.44 | 1.41 | 0.26 |
| Standard Deviation(%) | NA | 6.77 | 4.81 | 4.27 | NA | NA | NA | … | … | 8.04 | 4.02 | 2.54 | 3.05 | 3.89 | 4.95 | 6.96 | 4.12 | 5.33 |
| Draw Down(%) | NA | 6.53 | 7.97 | 7.97 | NA | NA | NA | … | … | 6.53 | 6.20 | 1.18 | 3.19 | 4.63 | 5.67 | 6.70 | 2.89 | 3.02 |
| Yield(%) | 0.00 | 0.00 | 2.61 | 4.90 | 4.47 | 2.98 | 2.24 | … | … | 0.00 | 4.24 | 3.36 | 8.16 | 7.97 | 7.32 | 3.84 | 3.32 | 2.55 |
Data as of 08/22/2014, Common starting date is 02/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPCTX (ING PIMCO Core Bond Port S2) |
0.51%
Jul 2011 – Jul 2014 |
3.62%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPCTX (ING PIMCO Core Bond Port S2) |
10.89%
Jul 2007 – Jul 2010 |
8.61%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart