Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDJAX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS ADV) | NA | -80.37% | -42.26% | -22.62% | -13.73% | NA | NA | -12.72% |
Data as of 01/19/2021, AR inception is 09/11/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDJAX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS ADV) | 09/11/2009 | 01/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -72.95 | -80.37 | -42.26 | -22.62 | -13.73 | NA | NA | -12.72 | 0.00 | -27.56 | 25.21 | -16.43 | 23.83 | 0.16 | -4.64 | -12.54 | 20.00 | 17.72 | -19.83 | -9.80 | 3.29 |
| Sharpe Ratio | NA | -0.96 | -0.56 | -0.01 | -0.09 | NA | NA | -0.08 | 0.00 | -0.95 | 1.82 | -1.11 | 2.07 | 0.00 | -0.22 | -0.74 | 1.05 | 0.68 | -0.51 | -0.32 | 0.44 |
| Standard Deviation(%) | NA | 29.30 | 20.68 | 19.54 | 22.73 | NA | NA | 23.68 | NA | 29.30 | 13.08 | 15.93 | 11.27 | 22.66 | 21.29 | 16.91 | 18.98 | 26.08 | 38.72 | 31.16 | 25.19 |
| Draw Down(%) | NA | 38.66 | 40.45 | 40.45 | 42.91 | NA | NA | 42.91 | 0.00 | 38.89 | 8.65 | 24.87 | 3.15 | 14.09 | 16.80 | 18.59 | 12.77 | 26.39 | 40.13 | 30.78 | 9.11 |
| Yield(%) | 0.00 | 47.85 | 17.77 | 15.77 | 6.60 | 4.31 | 3.23 | 5.87 | 0.00 | 47.29 | 12.43 | 3.99 | 3.62 | 1.79 | 2.93 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/19/2021, AR inception is 09/11/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDJAX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS ADV) |
-9.43%
Oct 2017 - Oct 2020 |
-5.22%
Feb 2011 - Feb 2016 |
-1.73%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDJAX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS ADV) |
14.32%
May 2012 - May 2015 |
9.75%
May 2012 - May 2017 |
1.62%
Jan 2010 - Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart