Voya Small Company Port I (IVCSX)
12.76
+0.18 (+1.43%)
USD |
Jul 01 2022
IVCSX Max Drawdown (5Y): 43.15% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 43.15% |
| May 31, 2022 | 43.15% |
| April 30, 2022 | 43.15% |
| March 31, 2022 | 43.15% |
| February 28, 2022 | 43.15% |
| January 31, 2022 | 43.15% |
| December 31, 2021 | 43.15% |
| November 30, 2021 | 43.15% |
| October 31, 2021 | 43.15% |
| September 30, 2021 | 43.15% |
| August 31, 2021 | 43.15% |
| July 31, 2021 | 43.15% |
| June 30, 2021 | 43.15% |
| May 31, 2021 | 43.15% |
| April 30, 2021 | 43.15% |
| March 31, 2021 | 43.15% |
| February 28, 2021 | 43.15% |
| January 31, 2021 | 43.15% |
| December 31, 2020 | 43.15% |
| November 30, 2020 | 43.15% |
| October 31, 2020 | 43.15% |
| September 30, 2020 | 43.15% |
| August 31, 2020 | 43.15% |
| July 31, 2020 | 43.15% |
| June 30, 2020 | 43.15% |
| Date | Value |
|---|---|
| May 31, 2020 | 43.15% |
| April 30, 2020 | 43.15% |
| March 31, 2020 | 43.15% |
| February 29, 2020 | 26.39% |
| January 31, 2020 | 26.39% |
| December 31, 2019 | 26.39% |
| November 30, 2019 | 26.39% |
| October 31, 2019 | 26.39% |
| September 30, 2019 | 26.39% |
| August 31, 2019 | 26.39% |
| July 31, 2019 | 26.39% |
| June 30, 2019 | 26.39% |
| May 31, 2019 | 26.39% |
| April 30, 2019 | 26.39% |
| March 31, 2019 | 26.39% |
| February 28, 2019 | 26.39% |
| January 31, 2019 | 26.39% |
| December 31, 2018 | 26.39% |
| November 30, 2018 | 21.03% |
| October 31, 2018 | 21.03% |
| September 30, 2018 | 21.03% |
| August 31, 2018 | 21.03% |
| July 31, 2018 | 21.03% |
| June 30, 2018 | 21.03% |
| May 31, 2018 | 21.03% |
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
21.03%
Minimum
Jul 2017
43.15%
Maximum
Mar 2020
32.70%
Average
26.39%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® JPMorgan Small Cap Core Equity I | 42.81% |
| Voya Small Company I | 43.25% |
| Voya Russell Small Cap Index Port I | 42.07% |
| AB Small Cap Core Z | 44.86% |
| ClearBridge Small Cap I | 47.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.010 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.62% |
| Historical Sharpe Ratio (5Y) | 0.2217 |
| Historical Sortino (5Y) | 0.238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.13% |