Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDSIX (VOYA CAPITAL ALLOCATION FUND CLASS O) | NA | 8.54% | 7.44% | 4.68% | 6.52% | NA | NA | 4.86% |
Data as of 11/29/2019, AR inception is 03/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDSIX (VOYA CAPITAL ALLOCATION FUND CLASS O) | 03/06/2006 | 11/29/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.54 | 7.44 | 4.68 | 6.52 | NA | NA | 4.86 | 14.18 | -8.77 | 17.42 | 6.28 | -2.10 | 2.10 | 14.14 | 12.73 | -2.95 | 10.68 | 14.10 | -19.43 | 5.19 | 6.70 |
| Sharpe Ratio | NA | 0.77 | 0.77 | 0.43 | 0.65 | NA | NA | 0.38 | 1.75 | -0.95 | 3.52 | 0.64 | -0.23 | 0.25 | 1.81 | 1.32 | -0.21 | 1.10 | 0.93 | -1.31 | 0.37 | 0.92 |
| Standard Deviation(%) | NA | 9.16 | 8.18 | 8.77 | 9.44 | NA | NA | 10.12 | 8.06 | 10.68 | 4.78 | 9.44 | 9.14 | 8.24 | 7.79 | 9.69 | 14.07 | 9.62 | 15.14 | 15.47 | 5.81 | 5.21 |
| Draw Down(%) | NA | 9.37 | 16.40 | 16.40 | 16.40 | NA | NA | 36.26 | 3.93 | 16.40 | 1.56 | 7.52 | 10.61 | 6.81 | 7.21 | 7.53 | 14.64 | 6.46 | 20.18 | 28.05 | 3.69 | 4.54 |
| Yield(%) | 0.00 | 4.26 | 3.21 | 2.70 | 3.27 | 3.11 | 2.34 | 3.59 | 0.00 | 4.06 | 3.09 | 2.00 | 1.57 | 2.79 | 2.43 | 3.24 | 2.90 | 2.54 | 3.42 | 5.97 | 9.43 | 5.76 |
Data as of 11/29/2019, AR inception is 03/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSIX (VOYA CAPITAL ALLOCATION FUND CLASS O) |
-6.54%
Apr 2006 - Apr 2009 |
0.42%
May 2007 - May 2012 |
3.48%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDSIX (VOYA CAPITAL ALLOCATION FUND CLASS O) |
16.40%
Feb 2009 - Feb 2012 |
13.79%
Feb 2009 - Feb 2014 |
8.68%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart