Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 08/24/2015.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) | NA | -9.08% | -1.97% | 0.47% | 3.55% | NA | NA | 3.40% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) | 07/23/2002 | 08/24/2015 |
The return data shown below all have the same latest date: 08/24/2015.
AR inception is since 07/23/2002.
AR inception is since 07/23/2002.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.08 | -1.97 | 0.47 | 3.55 | NA | NA | 3.40 | -10.38 | 3.22 | -5.82 | 4.64 | -3.24 | 3.97 | 5.18 | -6.22 | 5.67 | 2.21 | -0.82 | 3.30 | 0.57 | 2.73 |
| Sharpe Ratio | NA | -0.87 | -0.54 | -0.37 | -0.15 | NA | NA | -0.10 | -1.35 | 0.82 | -1.05 | 1.11 | -0.44 | 0.73 | 0.57 | -0.69 | 0.51 | -0.29 | -0.70 | 0.64 | -0.02 | 1.08 |
| Standard Deviation(%) | NA | 10.31 | 7.23 | 7.12 | 7.30 | NA | NA | 6.46 | 11.58 | 3.90 | 5.56 | 4.16 | 7.37 | 5.32 | 8.99 | 10.32 | 5.26 | 3.72 | 4.27 | 3.69 | 5.07 | 4.84 |
| Draw Down(%) | NA | 12.52 | 14.08 | 15.11 | 15.98 | NA | NA | 15.98 | 12.52 | 2.61 | 9.79 | 3.89 | 9.19 | 4.90 | 7.60 | 15.98 | 3.70 | 2.37 | 5.16 | 3.94 | 4.78 | 2.14 |
| Yield(%) | 0.00 | 0.00 | 1.95 | 3.06 | 3.99 | 3.02 | 2.27 | 3.49 | 0.00 | 1.93 | 3.92 | 3.19 | 6.50 | 3.58 | 7.17 | 5.98 | 3.47 | 1.72 | 2.90 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) |
0.38%
May 2003 - May 2006 |
2.10%
Sep 2003 - Sep 2008 |
4.24%
Jun 2003 - Jun 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) |
9.78%
Feb 2009 - Feb 2012 |
7.38%
May 2006 - May 2011 |
5.16%
Mar 2005 - Mar 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart