Voya SmallCap Opportunities R6 (ISOZX)
55.37
+0.91 (+1.67%)
USD |
Aug 12 2022
ISOZX Max Drawdown (5Y): 42.09% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.09% |
| June 30, 2022 | 42.09% |
| May 31, 2022 | 42.09% |
| April 30, 2022 | 42.09% |
| March 31, 2022 | 42.09% |
| February 28, 2022 | 42.09% |
| January 31, 2022 | 42.09% |
| December 31, 2021 | 42.09% |
| November 30, 2021 | 42.09% |
| October 31, 2021 | 42.09% |
| September 30, 2021 | 42.09% |
| August 31, 2021 | 42.09% |
| July 31, 2021 | 42.09% |
| June 30, 2021 | 42.09% |
| May 31, 2021 | 42.09% |
| April 30, 2021 | 42.09% |
| March 31, 2021 | 42.09% |
| February 28, 2021 | 42.09% |
| January 31, 2021 | 42.09% |
| December 31, 2020 | 42.09% |
| November 30, 2020 | 42.09% |
| October 31, 2020 | 42.09% |
| September 30, 2020 | 42.09% |
| August 31, 2020 | 42.09% |
| July 31, 2020 | 42.09% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.09% |
| May 31, 2020 | 42.09% |
| April 30, 2020 | 42.09% |
| March 31, 2020 | 42.09% |
| February 29, 2020 | 30.35% |
| January 31, 2020 | 30.35% |
| December 31, 2019 | 30.35% |
| November 30, 2019 | 30.35% |
| October 31, 2019 | 30.35% |
| September 30, 2019 | 30.35% |
| August 31, 2019 | 30.35% |
| July 31, 2019 | 30.35% |
| June 30, 2019 | 30.35% |
| May 31, 2019 | 30.35% |
| April 30, 2019 | 30.35% |
| March 31, 2019 | 30.35% |
| February 28, 2019 | 30.35% |
| January 31, 2019 | 30.35% |
| December 31, 2018 | 30.35% |
| November 30, 2018 | 25.35% |
| October 31, 2018 | 25.35% |
| September 30, 2018 | 25.35% |
| August 31, 2018 | 25.35% |
| July 31, 2018 | 25.35% |
| June 30, 2018 | 25.35% |
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
25.35%
Minimum
Aug 2017
42.09%
Maximum
Mar 2020
34.69%
Average
30.35%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya SmallCap Opportunities Port R6 | 41.81% |
| Hartford Small Cap Growth R3 | 40.68% |
| Invesco Discovery R5 | -- |
| Voya Small Cap Growth R6 | 39.29% |
| MassMutual Small Cap Gr Eq R3 | 38.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.83 |
| Beta (5Y) | 1.187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.77% |
| Historical Sharpe Ratio (5Y) | 0.2369 |
| Historical Sortino (5Y) | 0.2847 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.26% |