Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IMISX (VY(R) T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO CLASS S) | NA | -19.96% | 1.13% | 1.88% | 5.38% | 2.41% | NA | 4.05% |
Data as of 07/27/2022, AR inception is 12/15/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IMISX (VY(R) T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO CLASS S) | 12/15/2005 | 07/27/2022 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -19.96 | 1.13 | 1.88 | 5.38 | 2.41 | NA | 4.05 | -17.80 | -1.92 | 14.55 | 27.64 | -14.12 | 27.87 | 1.90 | -0.94 | -1.11 | 14.33 | 18.76 | -12.33 | 13.78 | 37.59 | -49.51 | 20.58 | 24.02 | 0.60 |
Sharpe Ratio | NA | -1.14 | 0.04 | 0.06 | 0.31 | NA | NA | 0.15 | -1.39 | -0.15 | 0.49 | 2.27 | -1.10 | 4.04 | 0.10 | -0.06 | -0.11 | 1.21 | 1.18 | -0.47 | 0.63 | 1.21 | -1.14 | 0.87 | 1.30 | 1.69 |
Standard Deviation(%) | NA | 17.85 | 20.95 | 17.98 | 15.75 | NA | NA | 21.16 | 21.52 | 13.12 | 28.96 | 11.56 | 14.07 | 6.77 | 16.94 | 15.31 | 10.72 | 11.78 | 16.01 | 26.46 | 21.73 | 30.88 | 44.07 | 20.35 | 16.02 | 8.05 |
Draw Down(%) | NA | 26.28 | 33.15 | 33.15 | 33.15 | NA | NA | 62.91 | 21.03 | 12.52 | 33.15 | 7.07 | 22.58 | 2.18 | 12.43 | 17.39 | 10.64 | 10.21 | 15.03 | 26.26 | 17.56 | 24.50 | 60.38 | 13.50 | 19.41 | 0.78 |
Yield(%) | 0.00 | 12.01 | 7.76 | 6.24 | 5.26 | 3.46 | 3.69 | 4.61 | 12.28 | 3.27 | 4.67 | 7.63 | 1.62 | 1.30 | 1.46 | 0.92 | 1.16 | 1.12 | 0.28 | 3.38 | 1.44 | 1.39 | 9.05 | 8.06 | 0.34 | 0.11 |
Data as of 07/27/2022, AR inception is 12/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMISX (VY(R) T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO CLASS S) |
-15.31%
Feb 2006 - Feb 2009 |
-5.99%
Oct 2007 - Oct 2012 |
1.01%
Oct 2007 - Oct 2017 |
2.29%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IMISX (VY(R) T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO CLASS S) |
22.28%
Feb 2009 - Feb 2012 |
16.80%
Feb 2009 - Feb 2014 |
10.22%
Feb 2009 - Feb 2019 |
5.60%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart