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IRVIX: VOYA RUSSELLTM LARGE CAP VALUE INDEX PORTFOLIO CLASS I (MUTUAL FUND)
Basic Info 30.14 0.13(0.43%) May 03
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (21%) |
Start Date: | 08/11/2009 |
Last Dividend Date: | 05/11/2023 |
12-Mo. Yield | 2.04% |
Expenses | 0.35% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/11/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 5.9 | 16.1 | 5.7 | 8.8 | 8.4 | 9.0 | 10.3 | -5.6 | 23.1 | 1.4 | 25.8 | -6.6 | 13.5 | 15.6 | -3.5 | 9.0 | 28.7 | 14.1 | -0.7 | -0.4 | 10.3 |
Sharpe Ratio | NA | 1.93 | 1.29 | 0.28 | 0.36 | 0.42 | 0.48 | 0.51 | -0.37 | 1.84 | 0.03 | 2.1 | -0.51 | 1.79 | 1.12 | -0.22 | 0.78 | 2.44 | 1.09 | -0.03 | -0.02 | 1.56 |
Draw Down(%) | NA | 4.9 | 10.1 | 18.4 | 35.7 | 35.7 | 35.7 | 10.1 | 18.4 | 5.6 | 35.7 | 6.7 | 17.6 | 4.3 | 10.4 | 13.1 | 7.9 | 5.2 | 11.5 | 21.7 | 25.1 | 6.4 |
Standard Deviation(%) | NA | 8.7 | 10.1 | 14.4 | 20.1 | 17.0 | 17.3 | 11.8 | 19.1 | 12.6 | 35.3 | 11.6 | 15.7 | 7.2 | 13.8 | 16.0 | 11.6 | 11.7 | 13.0 | 24.2 | 21.1 | 18.1 |
Treynor Ratio | NA | 0.18 | 0.14 | 0.04 | 0.07 | 0.07 | 0.08 | 0.06 | -0.07 | 0.25 | 0.01 | 0.24 | -0.08 | 0.13 | 0.15 | -0.04 | 0.09 | 0.28 | 0.14 | -0.01 | 0.0 | 0.28 |
Alpha | NA | 0.0 | 0.0 | -0.01 | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | 0.0 | -0.01 | -0.05 | -0.01 |
Beta | NA | 0.94 | 0.96 | 0.97 | 0.98 | 0.97 | 0.98 | 0.97 | 0.99 | 0.94 | 0.99 | 1.0 | 0.99 | 1.0 | 1.03 | 0.81 | 1.03 | 1.02 | 1.01 | 1.01 | 0.98 | 1.0 |
RSquared | NA | 0.96 | 0.97 | 0.94 | 0.98 | 0.94 | 0.93 | 0.94 | 0.94 | 0.91 | 1.0 | 0.99 | 0.99 | 0.96 | 0.99 | 0.61 | 0.92 | 0.95 | 0.97 | 0.99 | 0.74 | 0.99 |
Yield(%) | N/A | 0.0 | 2.1 | 1.8 | 3.2 | 3.7 | N/A | 2.2 | 1.3 | 2.4 | 3.6 | 7.0 | 5.5 | 2.1 | 3.3 | 2.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 58.3 | -59.2 | 29.6 | N/A | N/A | 58.3 | -34.5 | -38.2 | -38.2 | 10.8 | 188.9 | -26.2 | 5.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/11/2009
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