Voya Growth and Income Port S (ISVGX)

23.35 -0.07 (-0.30%) USD  |  Dec 12 2024
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ISVGX Max Drawdown (5Y): 35.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Voya Russell Large Cap Index Port S 32.62%
Invesco Charter S 34.73%
DWS Equity Sector Strategy Fund Class S 29.69%
Russell Inv Multifactor US Equity S 36.25%
VY® Columbia Contrarian Core S 32.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5624
Beta (5Y) 0.9841
Alpha (vs YCharts Benchmark) (5Y) 0.5624
Beta (vs YCharts Benchmark) (5Y) 0.9841
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.84%
Historical Sharpe Ratio (5Y) 0.7276
Historical Sortino (5Y) 0.7471
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.53%

Max Drawdown (5Y) Excel Add-In Codes

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