Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALEGX (VOYA CAPITAL ALLOCATION FUND CLASS I) | NA | 8.95% | 7.80% | 5.02% | 6.84% | 4.90% | 4.56% | … | … |
Data as of 11/29/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALEGX (VOYA CAPITAL ALLOCATION FUND CLASS I) | 06/21/1996 | 11/29/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.95 | 7.80 | 5.02 | 6.84 | 4.90 | 4.56 | … | … | 14.62 | -8.39 | 17.74 | 6.52 | -1.91 | 0.16 | 16.94 | 13.10 | -2.73 | 10.88 | 14.22 | -19.10 | 5.45 | 8.25 | 3.54 | 7.88 | 13.29 | -5.18 | -2.77 | 3.74 | 7.46 | 6.28 | 12.52 | 9.47 |
| Sharpe Ratio | NA | 0.82 | 0.83 | 0.47 | 0.69 | NA | NA | … | … | 1.81 | -0.92 | 3.64 | 0.66 | -0.21 | 0.02 | 2.08 | 1.37 | -0.20 | 1.13 | 0.93 | -1.29 | 0.42 | 0.96 | 0.29 | 1.21 | 1.98 | -0.63 | -0.69 | -0.03 | 0.78 | 0.38 | 1.73 | 3.82 |
| Standard Deviation(%) | NA | 9.11 | 8.12 | 8.73 | 9.44 | NA | NA | … | … | 8.09 | 10.57 | 4.72 | 9.46 | 9.07 | 8.61 | 8.14 | 9.61 | 13.79 | 9.55 | 15.27 | 15.48 | 5.84 | 5.17 | 4.78 | 5.75 | 6.36 | 9.97 | 7.47 | 9.45 | 5.43 | 7.69 | 5.20 | 3.99 |
| Draw Down(%) | NA | 9.23 | 15.92 | 15.92 | 15.92 | NA | NA | … | … | 3.92 | 15.92 | 1.45 | 7.47 | 10.50 | 6.85 | 7.16 | 7.50 | 14.49 | 6.47 | 20.21 | 27.91 | 3.64 | 4.49 | 3.23 | 5.42 | 4.47 | 12.44 | 11.39 | 7.85 | 4.62 | 13.06 | 3.76 | 1.79 |
| Yield(%) | 0.00 | 4.46 | 3.42 | 2.91 | 3.53 | 3.68 | 3.62 | … | … | 0.00 | 4.26 | 3.31 | 2.22 | 1.78 | 3.01 | 2.70 | 3.54 | 3.12 | 2.74 | 3.60 | 6.10 | 9.45 | 5.73 | 5.54 | 2.23 | 1.43 | 1.61 | 3.85 | 3.52 | 6.24 | 5.44 | 19.40 | 10.89 |
Data as of 11/29/2019, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALEGX (VOYA CAPITAL ALLOCATION FUND CLASS I) |
-8.77%
Feb 2006 – Feb 2009 |
-3.42%
Feb 2004 – Feb 2009 |
0.24%
Feb 1999 – Feb 2009 |
3.42%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALEGX (VOYA CAPITAL ALLOCATION FUND CLASS I) |
16.63%
Feb 2009 – Feb 2012 |
14.08%
Feb 2009 – Feb 2014 |
8.97%
Feb 2009 – Feb 2019 |
6.18%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart