Victory High Income Fund R6 (URHIX)

6.88 +0.01 (+0.15%) USD  |  Jan 17 2025
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URHIX Max Drawdown (5Y): 24.44% for Dec. 31, 2024

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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Western Asset High Yield Fund R 22.85%
JPMorgan High Yield Fund R2 23.36%
DWS High Income Fund R6 22.41%
American Century High Income Fund R5 21.56%
Pioneer High Yield Fund R 23.52%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.516
Beta (5Y) 0.8602
Alpha (vs YCharts Benchmark) (5Y) -0.809
Beta (vs YCharts Benchmark) (5Y) 1.100
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.17%
Historical Sharpe Ratio (5Y) 0.1004
Historical Sortino (5Y) 0.0859
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.66%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:URHIX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:URHIX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.