Voya Floating Rate Fund A (IFRAX)

8.14 0.00 (0.00%) USD  |  Dec 13 2024
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IFRAX Max Drawdown (5Y): 20.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Voya Credit Income A 29.49%
Transamerica Floating Rate A 17.56%
BNY Mellon Floating Rate Income Fund A 18.96%
Neuberger Berman Floating Rate Income Fund A 22.13%
DWS Floating Rate Fund A 21.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.646
Beta (5Y) 0.2623
Alpha (vs YCharts Benchmark) (5Y) -1.641
Beta (vs YCharts Benchmark) (5Y) 0.172
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.24%
Historical Sharpe Ratio (5Y) 0.1227
Historical Sortino (5Y) 0.0793
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.42%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:IFRAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:IFRAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.