VY T Rowe Price Capital Appreciation Port Adv (ITRAX)

23.98 +0.04 (+0.17%) USD  |  Apr 07 2026
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ITRAX Max Drawdown (5Y): 17.48% for March 31, 2026

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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T Rowe Price Capital Appreciation Fund Advisor 17.26%
Vanguard Wellington Fund Admiral 20.83%
Columbia Balanced Fund A 21.05%
Fidelity Advisor Balanced Fd Z 22.85%
State Farm Balanced Fund 16.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.116
Beta (5Y) 0.6780
Alpha (vs YCharts Benchmark) (5Y) 5.713
Beta (vs YCharts Benchmark) (5Y) 1.110
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.96%
Historical Sharpe Ratio (5Y) 0.3773
Historical Sortino (5Y) 0.5266
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.65%