Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDJIX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS I) | NA | -27.26% | -10.41% | 0.92% | -1.39% | NA | NA | … | … |
Data as of 01/19/2021, Common starting date is 11/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDJIX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS I) | 11/10/2009 | 01/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -27.26 | -10.41 | 0.92 | -1.39 | NA | NA | … | … | 0.00 | -27.40 | 25.72 | -15.99 | 24.35 | 0.78 | -4.20 | -12.29 | 20.32 | 16.94 | -19.58 | -9.35 | -0.77 |
| Sharpe Ratio | NA | -0.96 | -0.55 | 0.01 | -0.08 | NA | NA | … | … | 0.00 | -0.94 | 1.88 | -1.09 | 2.10 | 0.03 | -0.20 | -0.72 | 1.07 | 0.65 | -0.51 | -0.30 | -0.25 |
| Standard Deviation(%) | NA | 29.33 | 20.67 | 19.55 | 22.77 | NA | NA | … | … | NA | 29.33 | 12.97 | 15.93 | 11.33 | 22.72 | 21.31 | 17.03 | 18.96 | 26.21 | 38.75 | 31.11 | 21.78 |
| Draw Down(%) | NA | 38.57 | 39.80 | 39.80 | 43.33 | NA | NA | … | … | 0.00 | 38.74 | 8.60 | 24.52 | 3.14 | 14.09 | 16.59 | 18.59 | 12.81 | 27.18 | 40.02 | 30.56 | 5.73 |
| Yield(%) | 0.00 | 48.20 | 18.19 | 16.36 | 6.89 | 4.35 | 3.26 | … | … | 0.00 | 47.64 | 13.47 | 4.48 | 4.20 | 2.37 | 3.33 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/19/2021, Common starting date is 11/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDJIX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS I) |
-9.08%
Oct 2017 – Oct 2020 |
-5.08%
Feb 2011 – Feb 2016 |
-1.44%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDJIX (VOYA EURO STOXX 50(R) INDEX PORTFOLIO CLASS I) |
14.74%
May 2012 – May 2015 |
10.18%
May 2012 – May 2017 |
1.95%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart