Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IIFPX (VOYA FTSE 100 INDEX(R) PORTFOLIO CLASS I) | NA | 14.06% | 6.17% | 2.05% | 0.83% | NA | NA | 0.79% |
Data as of 12/31/2019, AR inception is 11/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIFPX (VOYA FTSE 100 INDEX(R) PORTFOLIO CLASS I) | 11/10/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.06 | 6.17 | 2.05 | 0.83 | NA | NA | 0.79 | 14.06 | -13.89 | 22.25 | -1.17 | -6.72 | -16.74 | 11.13 | 6.21 | -7.50 | 7.92 | -0.34 |
| Sharpe Ratio | NA | 1.09 | 0.45 | 0.08 | 0.02 | NA | NA | 0.02 | 1.09 | -1.10 | 2.61 | -0.06 | -0.36 | -0.98 | 0.77 | 0.34 | -0.27 | 0.34 | -0.12 |
| Standard Deviation(%) | NA | 11.58 | 11.51 | 16.05 | 18.51 | NA | NA | 18.55 | 11.58 | 13.86 | 8.33 | 23.47 | 18.52 | 17.03 | 14.43 | 18.45 | 27.53 | 23.36 | 21.46 |
| Draw Down(%) | NA | 10.69 | 19.91 | 25.44 | 34.19 | NA | NA | 34.19 | 10.69 | 19.91 | 3.23 | 16.02 | 17.69 | 23.64 | 12.64 | 21.11 | 25.92 | 20.74 | 6.73 |
| Yield(%) | 0.00 | 21.71 | 11.79 | 8.78 | 4.30 | 2.86 | 2.15 | 4.29 | 21.84 | 7.02 | 7.62 | 8.33 | 9.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/31/2019, AR inception is 11/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIFPX (VOYA FTSE 100 INDEX(R) PORTFOLIO CLASS I) |
-8.54%
Nov 2013 - Nov 2016 |
-5.85%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIFPX (VOYA FTSE 100 INDEX(R) PORTFOLIO CLASS I) |
7.51%
Feb 2016 - Feb 2019 |
4.08%
May 2010 - May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart