ISMDX Performance — Voya Strategic Allocation Moderate Portfolio, Class S
Data updated: 2024-08-27
ISMDX returned +13.17% over one year to Jun 2024. Annualised returns are +1.95% over 3 years and +5.20% over 5 years. Against its US Multi-Cap Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $106, against $107 for the category, and to $113 over one year, against $112. Volatility over the past three years was 13.07% a year. In the 12 months to Jun 2024 the fund took in a net $9.8M, and assets reached $130.81M.
ISMDX Growth of $100
What $100 invested in Voya Strategic Allocation Moderate Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | ISMDX | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $113 | $112 |
| 3 years (Jul 2021 – Jun 2024) | $106 | $107 |
| 5 years (Jul 2019 – Jun 2024) | $129 | $136 |
ISMDX Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +13.17% |
| 3 years (annualised) | +1.95% |
| 5 years (annualised) | +5.20% |
ISMDX Annual Returns
Calendar-year total returns of Voya Strategic Allocation Moderate Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +7.04% |
| 2023 | +15.79% |
| 2022 | −18.34% |
| 2021 | +13.55% |
| 2020 | +12.02% |
| 2019 (Jul–Dec) | +0.06% |
ISMDX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.5% | +2.6% | +2.1% | −3.4% | +3.3% | +1.8% | — | — | — | — | — | — |
| 2023 | +5.7% | −2.5% | +2.4% | +0.7% | −0.6% | +3.8% | +2.0% | −1.6% | −3.7% | −2.1% | +7.1% | +4.5% |
| 2022 | −4.6% | −2.3% | +0.5% | −7.0% | −0.1% | −5.9% | +6.1% | −3.3% | −7.5% | +4.0% | +5.0% | −3.8% |
| 2021 | −0.5% | +1.7% | +1.7% | +3.3% | +0.6% | +1.4% | +1.2% | +1.8% | −3.2% | +3.7% | −1.4% | +2.7% |
| 2020 | 0.0% | 0.0% | −0.1% | +0.1% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | +8.3% | +3.4% |
| 2019 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
ISMDX Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 13.07%
- 3-year Sharpe ratio: -0.20 (vs 4.5% risk-free rate)
- Best month: +7.06% (Nov 2023)
- Worst month: −7.51% (Sep 2022)
ISMDX Fund Flows
Monthly money in and out of Voya Strategic Allocation Moderate Portfolio, from SEC Form N-PORT.
- 12-month net flow: $9.8M
- 12-month gross sales (incl. reinvestments): $12.2M
- Sales ÷ redemptions: 5.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $349K | $932K | −$584K |
| May 2024 | $4.4M | $730K | $3.6M |
| Apr 2024 | $930K | $1.4M | −$478K |
| Mar 2024 | $616K | $2.3M | −$1.7M |
| Feb 2024 | $686K | $532K | $154K |
| Jan 2024 | $910K | $1.9M | −$970K |
| Dec 2023 | $829K | −$766K | $1.6M |
| Nov 2023 | $781K | −$1.3M | $2.1M |
| Oct 2023 | $984K | −$777K | $1.8M |
| Sep 2023 | $606K | −$754K | $1.4M |
| Aug 2023 | $849K | −$776K | $1.6M |
| Jul 2023 | $260K | −$1.0M | $1.3M |
ISMDX Assets Under Management
Net assets of Voya Strategic Allocation Moderate Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $130.81M |
| 2024-03-31 | $129.73M |
| 2023-12-31 | $125.49M |
| 2023-09-30 | $114.89M |
| 2023-06-30 | $119.59M |
| 2023-03-31 | $116.33M |
| 2022-12-30 | $111.94M |
| 2022-09-30 | $108.19M |
| 2022-06-30 | $115.90M |
| 2022-03-31 | $134.23M |
| 2021-12-31 | $144.89M |
| 2021-09-30 | $139.08M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.