Voya Index Plus LargeCap Port ADV (VIPAX)

22.61 +0.48 (+2.17%) USD  |  Aug 10 2022

VIPAX Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for VIPAX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

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Date Value
July 31, 2022 --

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Minimum
Jul 2022
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Maximum
Jul 2022
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Average
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Median
Jul 2022

Historical Sharpe Ratio (5Y) Benchmarks

ClearBridge Appreciation FI Upgrade
Franklin U.S. Large Cap Equity FI Upgrade
TIAA-CREF Social Choice LwCrbn Eq Prmr Upgrade
AMF Large Cap Equity H Upgrade
Guggenheim StylePlus - Large Core P Upgrade

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade