Voya Financial Inc (VOYA)
81.43
-0.68
(-0.83%)
USD |
NYSE |
Nov 14, 16:00
81.34
-0.08
(-0.10%)
After-Hours: 18:19
Voya Financial Max Drawdown (5Y): 52.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.15% |
| September 30, 2024 | 52.15% |
| August 31, 2024 | 52.15% |
| July 31, 2024 | 52.15% |
| June 30, 2024 | 52.15% |
| May 31, 2024 | 52.15% |
| April 30, 2024 | 52.15% |
| March 31, 2024 | 52.15% |
| February 29, 2024 | 52.15% |
| January 31, 2024 | 52.15% |
| December 31, 2023 | 52.15% |
| November 30, 2023 | 52.15% |
| October 31, 2023 | 52.15% |
| September 30, 2023 | 52.15% |
| August 31, 2023 | 52.15% |
| July 31, 2023 | 52.15% |
| June 30, 2023 | 52.15% |
| May 31, 2023 | 52.15% |
| April 30, 2023 | 52.15% |
| March 31, 2023 | 52.15% |
| February 28, 2023 | 52.15% |
| January 31, 2023 | 52.15% |
| December 31, 2022 | 52.15% |
| November 30, 2022 | 52.15% |
| October 31, 2022 | 52.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.15% |
| August 31, 2022 | 52.15% |
| July 31, 2022 | 52.15% |
| June 30, 2022 | 52.15% |
| May 31, 2022 | 52.15% |
| April 30, 2022 | 52.15% |
| March 31, 2022 | 52.15% |
| February 28, 2022 | 52.15% |
| January 31, 2022 | 52.15% |
| December 31, 2021 | 52.15% |
| November 30, 2021 | 52.15% |
| October 31, 2021 | 52.15% |
| September 30, 2021 | 52.15% |
| August 31, 2021 | 52.15% |
| July 31, 2021 | 52.15% |
| June 30, 2021 | 52.15% |
| May 31, 2021 | 52.15% |
| April 30, 2021 | 52.15% |
| March 31, 2021 | 52.15% |
| February 28, 2021 | 52.15% |
| January 31, 2021 | 52.15% |
| December 31, 2020 | 52.15% |
| November 30, 2020 | 52.15% |
| October 31, 2020 | 52.15% |
| September 30, 2020 | 52.15% |
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
51.38%
Minimum
Nov 2019
52.15%
Maximum
Mar 2020
52.10%
Average
52.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Movement Industries Corp | 95.38% |
| Thunder Energies Corp | 99.99% |
| Reinsurance Group of America Inc | 65.76% |
| Northern Trust Corp | 50.00% |
| LendingTree Inc | 97.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.840 |
| Beta (5Y) | 1.032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.89% |
| Historical Sharpe Ratio (5Y) | 0.2502 |
| Historical Sortino (5Y) | 0.3365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |