Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IHPSX (VOYA HANG SENG INDEX PORTFOLIO CLASS S) | NA | -76.95% | -38.40% | -22.03% | -10.65% | NA | NA | -8.63% |
Data as of 08/19/2020, AR inception is 05/29/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IHPSX (VOYA HANG SENG INDEX PORTFOLIO CLASS S) | 05/29/2009 | 08/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -46.28 | -76.95 | -38.40 | -22.03 | -10.65 | NA | NA | -8.63 | -60.44 | -20.93 | -25.55 | 38.11 | -3.26 | -7.62 | 0.92 | -0.14 | 27.15 | -20.29 | 7.44 | 17.49 |
| Sharpe Ratio | NA | -1.05 | -1.12 | -1.09 | -0.98 | NA | NA | -0.94 | -0.95 | -1.31 | -1.82 | 1.71 | -1.94 | -1.25 | -1.20 | -1.15 | 0.50 | -1.56 | -0.58 | 0.31 |
| Standard Deviation(%) | NA | 79.48 | 51.68 | 41.60 | 32.24 | NA | NA | 31.28 | 98.43 | 33.61 | 25.95 | 11.11 | 19.20 | 20.83 | 14.69 | 16.20 | 17.42 | 24.93 | 19.14 | 23.08 |
| Draw Down(%) | NA | 62.87 | 79.14 | 79.14 | 79.14 | NA | NA | 79.14 | 61.80 | 39.04 | 36.75 | 5.74 | 16.28 | 28.35 | 10.73 | 19.01 | 15.31 | 32.36 | 14.50 | 8.43 |
| Yield(%) | 0.00 | 9.27 | 14.79 | 11.45 | 6.62 | 5.04 | 3.78 | 6.88 | 0.00 | 32.18 | 16.08 | 0.97 | 5.87 | 3.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/19/2020, AR inception is 05/29/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHPSX (VOYA HANG SENG INDEX PORTFOLIO CLASS S) |
-24.29%
Jul 2017 - Jul 2020 |
-14.88%
Apr 2015 - Apr 2020 |
-4.99%
Jul 2010 - Jul 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHPSX (VOYA HANG SENG INDEX PORTFOLIO CLASS S) |
17.24%
Feb 2016 - Feb 2019 |
8.72%
Jun 2013 - Jun 2018 |
5.75%
Jun 2009 - Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart