Voya Russell Large Cap Value Index Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.78
Mean 1.32
Sharpe Ratio 1.24
Bear Market Decile Rank 44

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.52 99.1
Beta 1.02 0.98
Alpha -0.61 -0.33