Voya High Yield Portfolio Service (IPHYX)

8.78 -0.02 (-0.23%) USD  |  Dec 13 2024
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IPHYX Max Drawdown (5Y): 20.35% 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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Median

Max Drawdown (5Y) Benchmarks

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MassMutual High Yield Fund Service 22.28%
Voya High Yield Bond Fund W 20.11%
BlackRock High Yield Portfolio Service 23.04%
DWS High Income Fund S 22.20%
Janus Henderson High-Yield Fund S 22.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.254
Beta (5Y) 0.8608
Alpha (vs YCharts Benchmark) (5Y) 3.254
Beta (vs YCharts Benchmark) (5Y) 0.8608
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.83%
Historical Sharpe Ratio (5Y) 0.1191
Historical Sortino (5Y) 0.1142
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.98%

Max Drawdown (5Y) Excel Add-In Codes

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