VY® CBRE Real Estate I (IVRIX)
37.86
+0.28 (+0.75%)
USD |
May 25 2022
IVRIX Max Drawdown (5Y): 45.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 45.16% |
| March 31, 2022 | 45.16% |
| February 28, 2022 | 45.16% |
| January 31, 2022 | 45.16% |
| December 31, 2021 | 45.16% |
| November 30, 2021 | 45.16% |
| October 31, 2021 | 45.16% |
| September 30, 2021 | 45.16% |
| August 31, 2021 | 45.16% |
| July 31, 2021 | 45.16% |
| June 30, 2021 | 45.16% |
| May 31, 2021 | 45.16% |
| April 30, 2021 | 45.16% |
| March 31, 2021 | 45.16% |
| February 28, 2021 | 45.16% |
| January 31, 2021 | 45.16% |
| December 31, 2020 | 45.16% |
| November 30, 2020 | 45.16% |
| October 31, 2020 | 45.16% |
| September 30, 2020 | 45.16% |
| August 31, 2020 | 45.16% |
| July 31, 2020 | 45.16% |
| June 30, 2020 | 45.16% |
| May 31, 2020 | 45.16% |
| April 30, 2020 | 45.16% |
| Date | Value |
|---|---|
| March 31, 2020 | 45.16% |
| February 29, 2020 | 17.21% |
| January 31, 2020 | 17.21% |
| December 31, 2019 | 17.21% |
| November 30, 2019 | 17.21% |
| October 31, 2019 | 17.21% |
| September 30, 2019 | 17.21% |
| August 31, 2019 | 17.21% |
| July 31, 2019 | 17.21% |
| June 30, 2019 | 17.21% |
| May 31, 2019 | 17.21% |
| April 30, 2019 | 17.21% |
| March 31, 2019 | 17.21% |
| February 28, 2019 | 17.21% |
| January 31, 2019 | 17.21% |
| December 31, 2018 | 17.21% |
| November 30, 2018 | 17.21% |
| October 31, 2018 | 17.21% |
| September 30, 2018 | 17.21% |
| August 31, 2018 | 17.21% |
| July 31, 2018 | 17.21% |
| June 30, 2018 | 17.21% |
| May 31, 2018 | 17.78% |
| April 30, 2018 | 17.78% |
| March 31, 2018 | 17.78% |
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
17.21%
Minimum
Jun 2018
45.16%
Maximum
Mar 2020
29.44%
Average
17.78%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Terra Firma US Concntr Rlty Eq Inst | 42.72% |
| SEI Real Estate I (SIMT) | 41.34% |
| Columbia Real Estate Equity Inst2 | 41.38% |
| Morgan Stanley Inst US Real Estate IS | 47.56% |
| Pioneer Real Estate Y | 41.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8783 |
| Beta (5Y) | 0.8913 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.83% |
| Historical Sharpe Ratio (5Y) | 0.5214 |
| Historical Sortino (5Y) | 0.4728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.94% |