Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMESX (ING Legg Mason ClearBridge Agrsv Gr S ) | NA | -10.57% | -5.02% | -4.53% | NA | NA | NA | … | … |
Data as of 03/14/2011, Common starting date is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMESX (ING Legg Mason ClearBridge Agrsv Gr S ) | 10/21/2002 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.57 | -5.02 | -4.53 | NA | NA | NA | … | … | -22.69 | 24.15 | 31.98 | -39.34 | -1.88 | 10.00 | 11.17 | 9.44 | 37.86 | -6.08 |
| Sharpe Ratio | NA | -0.25 | -0.12 | -0.14 | NA | NA | NA | … | … | -1.15 | 1.18 | 1.12 | -0.98 | -0.31 | 0.54 | 0.76 | 0.61 | 1.84 | -1.31 |
| Standard Deviation(%) | NA | 43.94 | 42.62 | 41.02 | NA | NA | NA | … | … | 63.72 | 20.36 | 28.56 | 40.90 | 15.93 | 12.42 | 11.86 | 13.89 | 20.16 | 21.64 |
| Draw Down(%) | NA | 25.34 | 51.93 | 56.06 | NA | NA | NA | … | … | 25.34 | 17.21 | 24.96 | 50.53 | 11.23 | 10.30 | 8.19 | 14.41 | 12.74 | 8.84 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/14/2011, Common starting date is 10/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMESX (ING Legg Mason ClearBridge Agrsv Gr S ) |
-18.49%
Feb 2006 – Feb 2009 |
-8.31%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMESX (ING Legg Mason ClearBridge Agrsv Gr S ) |
21.37%
Feb 2003 – Feb 2006 |
12.61%
Dec 2002 – Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart