Victory Income Fund R6 (URIFX)

11.37 -0.01 (-0.09%) USD  |  Jan 03 2025
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URIFX Max Drawdown (5Y): 17.97% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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MFS Total Return Bond Fund R2 19.05%
JPMorgan Core Plus Bond Fund R2 17.53%
PGIM Total Return Bond Fund R2 20.62%
Pioneer Bond Fund R 19.43%
John Hancock Bond Fund R2 19.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.285
Beta (5Y) 1.004
Alpha (vs YCharts Benchmark) (5Y) 0.185
Beta (vs YCharts Benchmark) (5Y) 0.7866
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.98%
Historical Sharpe Ratio (5Y) -0.2165
Historical Sortino (5Y) -0.2884
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.20%

Max Drawdown (5Y) Excel Add-In Codes

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