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    Voya Global Value Advantage A (NAWGX)

    30.48 Up 0.08(0.26%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up15
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 1999):83.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.13%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.340.32
    Beta (against Standard Index)1.080.98
    Mean Annual Return0.480.87
    R-squared (against Standard Index)84.7490.35
    Standard Deviation14.9413.24
    Sharpe Ratio0.380.80
    Treynor Ratio4.3510.28
    5 Years
    Alpha (against Standard Index)1.07-0.18
    Beta (against Standard Index)0.801.00
    Mean Annual Return0.550.55
    R-squared (against Standard Index)81.0993.30
    Standard Deviation14.6816.94
    Sharpe Ratio0.440.39
    Treynor Ratio6.945.39
    10 Years
    Alpha (against Standard Index)3.03-1.29
    Beta (against Standard Index)0.840.97
    Mean Annual Return0.810.51
    R-squared (against Standard Index)83.2293.82
    Standard Deviation17.3518.90
    Sharpe Ratio0.470.25
    Treynor Ratio8.253.04