Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IJIAX (VOYA JAPAN TOPIX INDEX(R) PORTFOLIO CLASS ADV) | NA | -76.22% | -38.43% | -23.45% | -11.26% | NA | NA | -11.69% |
Data as of 08/19/2020, AR inception is 08/31/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IJIAX (VOYA JAPAN TOPIX INDEX(R) PORTFOLIO CLASS ADV) | 08/31/2009 | 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 (%) | -38.98 | -76.22 | -38.43 | -23.45 | -11.26 | NA | NA | -11.69 | -65.30 | -11.93 | -22.67 | 20.52 | -2.52 | 8.41 | -13.42 | 21.93 | -0.32 | -15.65 | 13.47 | -4.76 |
| Sharpe Ratio | NA | -0.97 | -1.05 | -1.06 | -0.96 | NA | NA | -0.98 | -0.86 | -1.45 | -2.54 | 0.15 | -2.03 | -0.59 | -2.15 | 0.19 | -1.17 | -1.51 | -0.36 | -2.68 |
| Standard Deviation(%) | NA | 92.36 | 55.25 | 44.06 | 33.50 | NA | NA | 32.30 | 113.84 | 24.18 | 17.44 | 8.41 | 18.01 | 17.01 | 14.83 | 18.26 | 16.22 | 22.61 | 14.40 | 15.72 |
| Draw Down(%) | NA | 69.29 | 78.08 | 78.08 | 78.08 | NA | NA | 78.08 | 65.63 | 24.76 | 31.37 | 4.00 | 14.39 | 16.17 | 16.78 | 13.01 | 20.83 | 23.83 | 13.33 | 10.29 |
| Yield(%) | 0.00 | 17.30 | 11.07 | 8.58 | 5.07 | 3.22 | 2.41 | 4.83 | 0.00 | 26.46 | 9.37 | 4.19 | 5.11 | 2.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/19/2020, AR inception is 08/31/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJIAX (VOYA JAPAN TOPIX INDEX(R) PORTFOLIO CLASS ADV) |
-27.49%
Jul 2017 - Jul 2020 |
-15.72%
May 2015 - May 2020 |
-7.41%
Apr 2010 - Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IJIAX (VOYA JAPAN TOPIX INDEX(R) PORTFOLIO CLASS ADV) |
13.40%
Jan 2015 - Jan 2018 |
9.59%
Nov 2012 - Nov 2017 |
3.67%
Nov 2009 - Nov 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart