Voya Global Bond Portfolio Initial (IOSIX)
7.88
-0.02
(-0.25%)
USD |
Sep 15 2026
IOSIX Max Drawdown (5Y): 27.83% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 27.83% |
| July 31, 2026 | 27.83% |
| June 30, 2026 | 27.83% |
| May 31, 2026 | 27.83% |
| April 30, 2026 | 27.83% |
| March 31, 2026 | 27.83% |
| February 28, 2026 | 27.83% |
| January 31, 2026 | 27.83% |
| December 31, 2025 | 27.83% |
| November 30, 2025 | 27.83% |
| October 31, 2025 | 27.83% |
| September 30, 2025 | 27.83% |
| August 31, 2025 | 27.83% |
| July 31, 2025 | 27.83% |
| June 30, 2025 | 27.83% |
| May 31, 2025 | 27.83% |
| April 30, 2025 | 27.83% |
| March 31, 2025 | 27.83% |
| February 28, 2025 | 27.83% |
| January 31, 2025 | 27.83% |
| December 31, 2024 | 27.83% |
| November 30, 2024 | 27.83% |
| October 31, 2024 | 27.83% |
| September 30, 2024 | 27.83% |
| August 31, 2024 | 27.83% |
| Date | Value |
|---|---|
| July 31, 2024 | 27.83% |
| June 30, 2024 | 27.83% |
| May 31, 2024 | 27.83% |
| April 30, 2024 | 27.83% |
| March 31, 2024 | 27.83% |
| February 29, 2024 | 27.83% |
| January 31, 2024 | 27.83% |
| December 31, 2023 | 27.83% |
| November 30, 2023 | 27.83% |
| October 31, 2023 | 27.83% |
| September 30, 2023 | 27.83% |
| August 31, 2023 | 27.83% |
| July 31, 2023 | 27.83% |
| June 30, 2023 | 27.83% |
| May 31, 2023 | 27.83% |
| April 30, 2023 | 27.83% |
| March 31, 2023 | 27.83% |
| February 28, 2023 | 27.83% |
| January 31, 2023 | 27.83% |
| December 31, 2022 | 27.83% |
| November 30, 2022 | 27.83% |
| October 31, 2022 | 27.83% |
| September 30, 2022 | 26.64% |
| August 31, 2022 | 21.83% |
| July 31, 2022 | 21.83% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Voya Global Bond Fund I | 27.13% |
| BNY Mellon International Bond Fund I | 30.62% |
| Loomis Sayles Global Bond Fund Inst | 26.86% |
| PGIM Global Total Return Fund Z | 32.59% |
| TCW Global Bond Fund I | 27.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7186 |
| Beta (5Y) | 1.249 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1836 |
| Beta (vs YCharts Benchmark) (5Y) | 1.081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.97% |
| Historical Sharpe Ratio (5Y) | -0.7181 |
| Historical Sortino (5Y) | -1.093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.95% |