VY Columbia Small Cap Value and Inflection Ptf S2 (ICVPX)

15.03 +0.10 (+0.67%) USD  |  May 08 2026
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ICVPX Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Columbia Small Cap Value and Inflection Fund S --
Columbia Small Cap Value Discovery Fund S --
ProFunds Small-Cap Value ProFund Service Upgrade
Goldman Sachs Small Cap Value Fund Service Upgrade
Royce Small-Cap Special Equity Fund Service Upgrade

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade