Delaware Ivy Global Growth Fund Class I (IGIIX)
48.24
+0.45 (+0.94%)
USD |
Jul 01 2022
IGIIX Max Drawdown (5Y): 33.69% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.69% |
| May 31, 2022 | 33.69% |
| April 30, 2022 | 33.69% |
| March 31, 2022 | 33.69% |
| February 28, 2022 | 33.69% |
| January 31, 2022 | 33.69% |
| December 31, 2021 | 33.69% |
| November 30, 2021 | 33.69% |
| October 31, 2021 | 33.69% |
| September 30, 2021 | 33.69% |
| August 31, 2021 | 33.69% |
| July 31, 2021 | 33.69% |
| June 30, 2021 | 33.69% |
| May 31, 2021 | 33.69% |
| April 30, 2021 | 33.69% |
| March 31, 2021 | 33.69% |
| February 28, 2021 | 33.69% |
| January 31, 2021 | 33.69% |
| December 31, 2020 | 33.69% |
| November 30, 2020 | 33.69% |
| October 31, 2020 | 33.69% |
| September 30, 2020 | 33.69% |
| August 31, 2020 | 33.69% |
| July 31, 2020 | 33.69% |
| June 30, 2020 | 33.69% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.69% |
| April 30, 2020 | 33.69% |
| March 31, 2020 | 33.69% |
| February 29, 2020 | 20.85% |
| January 31, 2020 | 20.85% |
| December 31, 2019 | 20.85% |
| November 30, 2019 | 20.85% |
| October 31, 2019 | 20.85% |
| September 30, 2019 | 20.85% |
| August 31, 2019 | 20.85% |
| July 31, 2019 | 20.85% |
| June 30, 2019 | 20.85% |
| May 31, 2019 | 20.85% |
| April 30, 2019 | 20.85% |
| March 31, 2019 | 20.85% |
| February 28, 2019 | 20.85% |
| January 31, 2019 | 20.85% |
| December 31, 2018 | 20.85% |
| November 30, 2018 | 18.87% |
| October 31, 2018 | 18.87% |
| September 30, 2018 | 18.87% |
| August 31, 2018 | 18.87% |
| July 31, 2018 | 18.87% |
| June 30, 2018 | 18.87% |
| May 31, 2018 | 18.87% |
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
18.87%
Minimum
Jul 2017
33.69%
Maximum
Mar 2020
26.28%
Average
20.85%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.299 |
| Beta (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.50% |
| Historical Sharpe Ratio (5Y) | 0.4559 |
| Historical Sortino (5Y) | 0.4845 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |