Voya Global Equity Dividend&Premium Opp (IGD)
5.44
-0.06 (-1.09%)
USD |
NYSE |
Jul 05, 14:31
IGD Max Drawdown (5Y): 41.42% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 41.42% |
May 31, 2022 | 41.42% |
April 30, 2022 | 41.42% |
March 31, 2022 | 41.42% |
February 28, 2022 | 41.42% |
January 31, 2022 | 41.42% |
December 31, 2021 | 41.42% |
November 30, 2021 | 41.42% |
October 31, 2021 | 41.42% |
September 30, 2021 | 41.42% |
August 31, 2021 | 41.42% |
July 31, 2021 | 41.42% |
June 30, 2021 | 41.42% |
May 31, 2021 | 41.42% |
April 30, 2021 | 41.42% |
March 31, 2021 | 41.42% |
February 28, 2021 | 41.42% |
January 31, 2021 | 41.42% |
December 31, 2020 | 41.42% |
November 30, 2020 | 41.42% |
October 31, 2020 | 41.42% |
September 30, 2020 | 41.42% |
August 31, 2020 | 41.42% |
July 31, 2020 | 41.42% |
June 30, 2020 | 41.42% |
Date | Value |
---|---|
May 31, 2020 | 41.42% |
April 30, 2020 | 41.42% |
March 31, 2020 | 41.42% |
February 29, 2020 | 27.27% |
January 31, 2020 | 27.27% |
December 31, 2019 | 27.27% |
November 30, 2019 | 27.27% |
October 31, 2019 | 27.27% |
September 30, 2019 | 27.27% |
August 31, 2019 | 27.27% |
July 31, 2019 | 27.27% |
June 30, 2019 | 27.27% |
May 31, 2019 | 27.27% |
April 30, 2019 | 27.27% |
March 31, 2019 | 27.27% |
February 28, 2019 | 27.27% |
January 31, 2019 | 27.27% |
December 31, 2018 | 27.27% |
November 30, 2018 | 27.27% |
October 31, 2018 | 27.27% |
September 30, 2018 | 27.27% |
August 31, 2018 | 27.27% |
July 31, 2018 | 27.27% |
June 30, 2018 | 27.27% |
May 31, 2018 | 27.27% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
27.27%
Minimum
Jul 2017
41.42%
Maximum
Mar 2020
33.87%
Average
27.27%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.164 |
Beta (5Y) | 0.856 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.41% |
Historical Sharpe Ratio (5Y) | 0.1719 |
Historical Sortino (5Y) | 0.1648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.44% |