Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) | NA | -9.08% | -1.97% | 0.47% | 3.55% | NA | NA | … | … |
Data as of 08/24/2015, Common starting date is 07/23/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPTSX (ING PIMCO TOTAL RETURN PORTFOLIO S CLASS) | 07/23/2002 | 08/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | … | … | -10.38 | 5.19 | -1.88 | 7.88 | 3.26 | 7.56 | 12.62 | -0.20 | 9.42 | 3.99 | 2.08 | 3.30 | 0.57 | 2.73 |
| Sharpe Ratio | NA | -0.93 | -0.32 | 0.08 | 0.50 | NA | NA | … | … | -1.35 | 1.50 | -0.50 | 3.17 | 1.02 | 1.92 | 2.14 | -0.13 | 1.59 | 0.17 | -0.06 | 0.63 | -0.03 | 1.08 |
| Standard Deviation(%) | NA | 9.65 | 6.19 | 5.28 | 5.33 | NA | NA | … | … | 11.58 | 3.46 | 3.83 | 2.49 | 3.16 | 3.89 | 5.86 | 8.61 | 3.95 | 3.32 | 2.87 | 3.69 | 5.07 | 4.84 |
| Draw Down(%) | NA | 12.52 | 12.52 | 12.52 | 12.52 | NA | NA | … | … | 12.52 | 1.70 | 6.02 | 1.26 | 3.15 | 4.36 | 7.60 | 10.59 | 2.73 | 2.37 | 2.73 | 3.94 | 4.78 | 2.14 |
| Yield(%) | 0.00 | 0.00 | 1.95 | 3.06 | 3.99 | 3.02 | 2.27 | … | … | 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 |
Data as of 08/24/2015, Common starting date is 07/23/2002
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