Voya SmallCap Opportunities Port S (IVPOX)
18.47
-0.71 (-3.70%)
USD |
May 18 2022
IVPOX Max Drawdown (5Y): 42.04% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.04% |
| March 31, 2022 | 42.04% |
| February 28, 2022 | 42.04% |
| January 31, 2022 | 42.04% |
| December 31, 2021 | 42.04% |
| November 30, 2021 | 42.04% |
| October 31, 2021 | 42.04% |
| September 30, 2021 | 42.04% |
| August 31, 2021 | 42.04% |
| July 31, 2021 | 42.04% |
| June 30, 2021 | 42.04% |
| May 31, 2021 | 42.04% |
| April 30, 2021 | 42.04% |
| March 31, 2021 | 42.04% |
| February 28, 2021 | 42.04% |
| January 31, 2021 | 42.04% |
| December 31, 2020 | 42.04% |
| November 30, 2020 | 42.04% |
| October 31, 2020 | 42.04% |
| September 30, 2020 | 42.04% |
| August 31, 2020 | 42.04% |
| July 31, 2020 | 42.04% |
| June 30, 2020 | 42.04% |
| May 31, 2020 | 42.04% |
| April 30, 2020 | 42.04% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.04% |
| February 29, 2020 | 30.19% |
| January 31, 2020 | 30.19% |
| December 31, 2019 | 30.19% |
| November 30, 2019 | 30.19% |
| October 31, 2019 | 30.19% |
| September 30, 2019 | 30.19% |
| August 31, 2019 | 30.19% |
| July 31, 2019 | 30.19% |
| June 30, 2019 | 30.19% |
| May 31, 2019 | 30.19% |
| April 30, 2019 | 30.19% |
| March 31, 2019 | 30.19% |
| February 28, 2019 | 30.19% |
| January 31, 2019 | 30.19% |
| December 31, 2018 | 30.19% |
| November 30, 2018 | 25.32% |
| October 31, 2018 | 25.32% |
| September 30, 2018 | 25.32% |
| August 31, 2018 | 25.32% |
| July 31, 2018 | 25.32% |
| June 30, 2018 | 25.32% |
| May 31, 2018 | 25.32% |
| April 30, 2018 | 25.32% |
| March 31, 2018 | 25.32% |
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
25.32%
Minimum
May 2017
42.04%
Maximum
Mar 2020
33.78%
Average
30.19%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Small Cap Gr Eq Svc | 38.59% |
| Voya SmallCap Opportunities I | 42.18% |
| Royce Smaller-Companies Growth Svc | 41.61% |
| Hartford Small Cap Growth R4 | 40.65% |
| DWS Small Cap Growth S | 41.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.99 |
| Beta (5Y) | 1.203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.01% |
| Historical Sharpe Ratio (5Y) | 0.2387 |
| Historical Sortino (5Y) | 0.2784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |