Integrity High Income Fund I (IHFIX)

7.54 +0.02 (+0.27%) USD  |  Jan 17 2025
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IHFIX Max Drawdown (5Y): 21.05% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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JPMorgan High Yield Fund I 23.27%
MassMutual High Yield Fund Y 22.93%
Victory High Yield Fund Y 21.24%
Columbia High Yield Bond Fund I2 21.63%
Calamos High Income Opportunities Fund I 23.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.009
Beta (5Y) 0.8342
Alpha (vs YCharts Benchmark) (5Y) 0.0554
Beta (vs YCharts Benchmark) (5Y) 0.9294
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.73%
Historical Sharpe Ratio (5Y) 0.1734
Historical Sortino (5Y) 0.1616
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.44%

Max Drawdown (5Y) Excel Add-In Codes

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