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Voya Russell Large Cap Value Idx Port I (IRVIX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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At close: 08:00PM EDT
Risk overview
Morningstar risk rating★★
Number of years up11
Number of years down3
Best 1-yr total return (4 Jul 2024)31.57%
Worst 1-yr total return (4 Jul 2024)N/A
Risk statistics
3 years
IRVIXCategory average5 years
IRVIXCategory average10 years
IRVIXCategory averageAlpha
-2.4-0.01
-4.04-0.03
-3.16-0.03
BETA
0.790.01
0.870.01
0.90.01
Mean annual return
0.590.01
0.830.01
0.750.01
R-squared
83.90.78
860.83
87.90.84
Standard deviation
15.30.17
17.020.19
14.620.16
Sharpe ratio
0.240
0.450
0.50.01
Treynor ratio
3.420.04
7.520.07
7.310.08
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