Voya SmallCap Opportunities Port I (IVSOX)
20.03
-0.05 (-0.25%)
USD |
Jun 30 2022
IVSOX Max Drawdown (5Y): 41.81% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 41.81% |
| April 30, 2022 | 41.81% |
| March 31, 2022 | 41.81% |
| February 28, 2022 | 41.81% |
| January 31, 2022 | 41.81% |
| December 31, 2021 | 41.81% |
| November 30, 2021 | 41.81% |
| October 31, 2021 | 41.81% |
| September 30, 2021 | 41.81% |
| August 31, 2021 | 41.81% |
| July 31, 2021 | 41.81% |
| June 30, 2021 | 41.81% |
| May 31, 2021 | 41.81% |
| April 30, 2021 | 41.81% |
| March 31, 2021 | 41.81% |
| February 28, 2021 | 41.81% |
| January 31, 2021 | 41.81% |
| December 31, 2020 | 41.81% |
| November 30, 2020 | 41.81% |
| October 31, 2020 | 41.81% |
| September 30, 2020 | 41.81% |
| August 31, 2020 | 41.81% |
| July 31, 2020 | 41.81% |
| June 30, 2020 | 41.81% |
| May 31, 2020 | 41.81% |
| Date | Value |
|---|---|
| April 30, 2020 | 41.81% |
| March 31, 2020 | 41.81% |
| February 29, 2020 | 30.11% |
| January 31, 2020 | 30.11% |
| December 31, 2019 | 30.11% |
| November 30, 2019 | 30.11% |
| October 31, 2019 | 30.11% |
| September 30, 2019 | 30.11% |
| August 31, 2019 | 30.11% |
| July 31, 2019 | 30.11% |
| June 30, 2019 | 30.11% |
| May 31, 2019 | 30.11% |
| April 30, 2019 | 30.11% |
| March 31, 2019 | 30.11% |
| February 28, 2019 | 30.11% |
| January 31, 2019 | 30.11% |
| December 31, 2018 | 30.11% |
| November 30, 2018 | 25.21% |
| October 31, 2018 | 25.21% |
| September 30, 2018 | 25.21% |
| August 31, 2018 | 25.21% |
| July 31, 2018 | 25.21% |
| June 30, 2018 | 25.21% |
| May 31, 2018 | 25.21% |
| April 30, 2018 | 25.21% |
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
25.21%
Minimum
Jul 2017
41.81%
Maximum
Mar 2020
34.06%
Average
30.11%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya Small Cap Growth I | 39.29% |
| Hartford Small Cap Growth Y | 40.64% |
| Hartford Small Cap Growth HLS IB | 40.26% |
| AMG TimesSquare Small Cap Growth Z | 39.95% |
| Victory RS Small Cap Growth Y | 51.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.76 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
| Historical Sharpe Ratio (5Y) | 0.2312 |
| Historical Sortino (5Y) | 0.275 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.25% |