Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDROX (VOYA REAL ESTATE FUND CLASS O) | NA | 26.28% | 6.56% | 5.28% | 10.60% | 6.75% | NA | 7.47% |
Data as of 12/31/2019, AR inception is 09/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDROX (VOYA REAL ESTATE FUND CLASS O) | 09/30/2004 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.28 | 6.56 | 5.28 | 10.60 | 6.75 | NA | 7.47 | 26.28 | -8.22 | 4.76 | 3.45 | 2.96 | 30.20 | 1.83 | 15.24 | 9.32 | 26.75 | 29.83 | -34.85 | -16.56 | 36.06 | 1.26 | 10.66 |
| Sharpe Ratio | NA | 2.07 | 0.43 | 0.30 | 0.55 | NA | NA | 0.21 | 2.07 | -0.59 | 0.41 | 0.19 | 0.16 | 2.58 | 0.12 | 1.10 | 0.31 | 0.95 | 0.44 | -0.49 | -0.75 | 2.19 | -0.05 | 2.35 |
| Standard Deviation(%) | NA | 11.99 | 13.07 | 15.20 | 18.46 | NA | NA | 30.90 | 11.99 | 16.26 | 10.18 | 17.23 | 18.65 | 11.68 | 15.55 | 13.97 | 29.80 | 28.19 | 67.02 | 73.19 | 26.14 | 15.05 | 17.06 | 20.24 |
| Draw Down(%) | NA | 5.18 | 13.86 | 18.45 | 22.68 | NA | NA | 72.33 | 5.18 | 13.86 | 6.07 | 15.79 | 18.45 | 8.21 | 17.73 | 9.37 | 22.68 | 17.51 | 42.21 | 61.35 | 28.61 | 10.02 | 11.81 | 9.92 |
| Yield(%) | 0.00 | 2.71 | 13.71 | 10.73 | 11.99 | 7.76 | 6.36 | 8.49 | 2.56 | 23.32 | 20.06 | 8.87 | 7.00 | 7.07 | 2.22 | 2.27 | 1.98 | 2.09 | 4.36 | 3.46 | 10.45 | 11.08 | 0.00 | 1.97 |
Data as of 12/31/2019, AR inception is 09/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDROX (VOYA REAL ESTATE FUND CLASS O) |
-24.36%
Mar 2006 - Mar 2009 |
-2.50%
Oct 2004 - Oct 2009 |
3.83%
Jan 2007 - Jan 2017 |
7.19%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDROX (VOYA REAL ESTATE FUND CLASS O) |
43.21%
Mar 2009 - Mar 2012 |
28.79%
Feb 2009 - Feb 2014 |
17.17%
Feb 2009 - Feb 2019 |
7.28%
Oct 2004 - Oct 2019 |
Annualized Rolling Returns Comparison Chart