Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PPR (Voya Prime Rate Trust) | NA | 8.76% | 2.80% | 2.95% | 5.29% | 4.10% | 4.37% | 9.32% |
Data as of 08/06/2021, AR inception is 03/09/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPR (Voya Prime Rate Trust) | 03/09/1992 | 08/06/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 8.76 | 2.80 | 2.95 | 5.29 | 4.10 | 4.37 | 9.32 | 5.11 | -6.98 | 19.08 | -6.00 | -3.25 | 17.16 | 1.55 | -2.85 | 0.27 | 34.12 | -5.19 | 19.93 | 71.25 | -42.43 | -6.40 | 16.54 | -5.54 | -0.44 | 37.90 | -0.99 | -3.32 | 5.63 | 2.22 | 7.28 | 28.75 | 44.15 | 30.37 | 23.20 | 16.33 | 31.88 |
| Sharpe Ratio | NA | 1.11 | 0.10 | 0.13 | 0.26 | NA | NA | 0.43 | 1.18 | -0.21 | 2.36 | -0.94 | -0.57 | 1.77 | 0.14 | -0.31 | 0.01 | 2.18 | -0.28 | 1.06 | 2.70 | -1.03 | -0.66 | 2.08 | -0.77 | -0.11 | 2.73 | -0.16 | -0.32 | 0.09 | -0.08 | 0.32 | 1.96 | 1.86 | 1.65 | 1.26 | 0.69 | 2.04 |
| Standard Deviation(%) | NA | 7.85 | 20.61 | 16.56 | 15.61 | NA | NA | 17.50 | 7.41 | 33.89 | 7.50 | 7.76 | 6.81 | 9.57 | 11.02 | 9.24 | 17.93 | 15.75 | 18.45 | 18.69 | 26.32 | 42.05 | 14.26 | 6.42 | 10.06 | 12.80 | 13.63 | 13.19 | 18.00 | 16.59 | 11.98 | 12.32 | 12.84 | 21.61 | 16.08 | 16.05 | 20.63 | 18.51 |
| Draw Down(%) | NA | 6.58 | 39.69 | 39.69 | 39.69 | NA | NA | 62.66 | 3.81 | 39.69 | 3.60 | 10.65 | 6.85 | 8.97 | 12.73 | 8.05 | 13.28 | 7.35 | 20.54 | 16.63 | 24.20 | 56.21 | 20.08 | 2.93 | 13.52 | 11.80 | 8.18 | 17.70 | 22.83 | 14.33 | 14.02 | 8.56 | 2.58 | 6.28 | 6.81 | 7.61 | 8.56 | 6.54 |
| Yield(%) | 0.00 | 3.84 | 5.01 | 5.24 | 6.31 | 4.99 | 4.97 | 12.03 | 2.22 | 3.62 | 6.85 | 5.77 | 5.30 | 7.02 | 6.31 | 6.04 | 6.64 | 8.74 | 5.40 | 6.05 | 8.83 | 6.77 | 7.90 | 7.49 | 5.62 | 5.40 | 6.88 | 6.87 | 8.72 | 10.86 | 9.30 | 9.53 | 11.41 | 19.81 | 15.60 | 13.69 | 11.99 | 11.87 |
Data as of 08/06/2021, AR inception is 03/09/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPR (Voya Prime Rate Trust) |
-14.36%
Dec 2005 - Dec 2008 |
-10.00%
Dec 2003 - Dec 2008 |
-1.98%
Nov 1998 - Nov 2008 |
2.60%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPR (Voya Prime Rate Trust) |
36.86%
Jan 1995 - Jan 1998 |
29.89%
May 1992 - May 1997 |
17.47%
May 1992 - May 2002 |
14.84%
May 1992 - May 2007 |
Annualized Rolling Returns Comparison Chart