Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IFFAX (VOYA DIVERSIFIED INTERNATIONAL FUND CLASS A) | NA | -11.95% | -6.11% | 1.07% | -1.27% | NA | NA | 0.43% |
Data as of 08/16/2017, AR inception is 01/12/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IFFAX (VOYA DIVERSIFIED INTERNATIONAL FUND CLASS A) | 01/12/2006 | 08/16/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -22.57 | -11.95 | -6.11 | 1.07 | -1.27 | NA | NA | 0.43 | -9.52 | 0.11 | -1.27 | -6.14 | 16.09 | 17.69 | -15.07 | 10.64 | 35.05 | -47.02 | 14.62 | 18.65 |
Sharpe Ratio | NA | -0.34 | -0.21 | 0.03 | -0.05 | NA | NA | -0.01 | -0.46 | -0.01 | -0.09 | -0.52 | 1.32 | 1.15 | -0.61 | 0.52 | 1.17 | -1.24 | 0.60 | 1.21 |
Standard Deviation(%) | NA | 36.06 | 28.66 | 28.48 | 33.93 | NA | NA | 22.66 | 33.40 | 17.34 | 14.63 | 11.88 | 12.12 | 15.46 | 24.83 | 20.48 | 29.90 | 38.66 | 19.28 | 13.29 |
Draw Down(%) | NA | 24.08 | 24.08 | 24.08 | 62.38 | NA | NA | 62.38 | 24.08 | 13.04 | 16.25 | 13.35 | 10.58 | 15.09 | 26.11 | 17.25 | 32.03 | 55.84 | 13.66 | 16.53 |
Yield(%) | 0.00 | 0.00 | 1.64 | 1.69 | 1.76 | 1.40 | 1.05 | 1.91 | 0.00 | 0.00 | 1.11 | 4.05 | 0.00 | 2.51 | 1.08 | 1.04 | 1.03 | 6.38 | 2.76 | 0.00 |
Data as of 08/16/2017, AR inception is 01/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IFFAX (VOYA DIVERSIFIED INTERNATIONAL FUND CLASS A) |
-16.74%
Feb 2006 - Feb 2009 |
-7.14%
May 2007 - May 2012 |
-0.24%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IFFAX (VOYA DIVERSIFIED INTERNATIONAL FUND CLASS A) |
21.19%
Feb 2009 - Feb 2012 |
16.48%
Feb 2009 - Feb 2014 |
1.25%
Jul 2006 - Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart