Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IHSPX (VOYA HANG SENG INDEX PORTFOLIO CLASS ADV) | NA | -56.84% | -24.22% | -11.79% | -5.04% | NA | NA | -3.43% |
Data as of 08/19/2020, AR inception is 05/29/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IHSPX (VOYA HANG SENG INDEX PORTFOLIO CLASS ADV) | 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 (%) | 0.00 | -56.84 | -24.22 | -11.79 | -5.04 | NA | NA | -3.43 | -60.17 | -20.78 | -25.58 | 38.18 | -3.12 | -7.59 | 0.85 | -0.14 | 27.21 | -20.60 | 7.21 | 17.58 |
| Sharpe Ratio | NA | -1.05 | -1.13 | -1.09 | -0.99 | NA | NA | -0.94 | -0.96 | -1.32 | -1.83 | 1.71 | -1.94 | -1.25 | -1.20 | -1.16 | 0.50 | -1.57 | -0.59 | 0.32 |
| Standard Deviation(%) | NA | 78.81 | 51.26 | 41.28 | 32.04 | NA | NA | 31.10 | 97.59 | 33.38 | 25.75 | 11.13 | 19.15 | 20.86 | 14.68 | 16.13 | 17.52 | 24.93 | 19.18 | 23.12 |
| Draw Down(%) | NA | 62.59 | 78.95 | 78.95 | 78.95 | NA | NA | 78.95 | 61.55 | 38.82 | 36.70 | 5.76 | 16.29 | 28.20 | 10.72 | 18.89 | 15.23 | 32.54 | 14.63 | 8.44 |
| Yield(%) | 0.00 | 9.10 | 14.58 | 11.20 | 6.41 | 4.89 | 3.66 | 6.66 | 0.00 | 31.78 | 15.85 | 0.63 | 5.55 | 2.61 | 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 |
|---|---|---|---|---|
| IHSPX (VOYA HANG SENG INDEX PORTFOLIO CLASS ADV) |
-24.28%
Jul 2017 - Jul 2020 |
-14.97%
Apr 2015 - Apr 2020 |
-5.11%
Jul 2010 - Jul 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHSPX (VOYA HANG SENG INDEX PORTFOLIO CLASS ADV) |
16.95%
Feb 2016 - Feb 2019 |
8.46%
Jun 2013 - Jun 2018 |
5.58%
Jun 2009 - Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart