Voya Global Equity Dividend&Premium Opp (IGD)
5.36
-0.04 (-0.74%)
USD |
Mar 04, 16:59
IGD Max Drawdown (5Y): 41.42% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
April 30, 2018 | 27.27% |
March 31, 2018 | 27.27% |
February 28, 2018 | 27.27% |
January 31, 2018 | 27.27% |
December 31, 2017 | 27.27% |
November 30, 2017 | 27.27% |
October 31, 2017 | 27.27% |
September 30, 2017 | 27.27% |
August 31, 2017 | 27.27% |
July 31, 2017 | 27.27% |
June 30, 2017 | 27.27% |
May 31, 2017 | 27.27% |
April 30, 2017 | 27.27% |
March 31, 2017 | 27.27% |
February 28, 2017 | 27.27% |
January 31, 2017 | 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
Jun 2016
41.42%
Maximum
Mar 2020
30.17%
Average
27.27%
Median
Jun 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.068 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.98% |
Historical Sharpe Ratio (5Y) | 0.4114 |
Historical Sortino (5Y) | 0.3675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.96% |