Voya MidCap Opportunities P3 (VPMOX)
19.88
+0.07 (+0.35%)
USD |
May 20 2022
VPMOX Max Drawdown (5Y): 35.31% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 35.31% |
March 31, 2022 | 35.31% |
February 28, 2022 | 35.31% |
January 31, 2022 | 35.31% |
December 31, 2021 | 35.31% |
November 30, 2021 | 35.31% |
October 31, 2021 | 35.31% |
September 30, 2021 | 35.31% |
August 31, 2021 | 35.31% |
July 31, 2021 | 35.31% |
June 30, 2021 | 35.31% |
May 31, 2021 | 35.31% |
April 30, 2021 | 35.31% |
March 31, 2021 | 35.31% |
February 28, 2021 | 35.31% |
January 31, 2021 | 35.31% |
December 31, 2020 | 35.31% |
November 30, 2020 | 35.31% |
October 31, 2020 | 35.31% |
September 30, 2020 | 35.31% |
August 31, 2020 | 35.31% |
July 31, 2020 | 35.31% |
June 30, 2020 | 35.31% |
May 31, 2020 | 35.31% |
April 30, 2020 | 35.31% |
Date | Value |
---|---|
March 31, 2020 | 35.31% |
February 29, 2020 | 21.91% |
January 31, 2020 | 21.91% |
December 31, 2019 | 21.91% |
November 30, 2019 | 21.91% |
October 31, 2019 | 21.91% |
September 30, 2019 | 21.91% |
August 31, 2019 | 21.91% |
July 31, 2019 | 21.91% |
June 30, 2019 | 21.91% |
May 31, 2019 | 21.91% |
April 30, 2019 | 21.91% |
March 31, 2019 | 21.91% |
February 28, 2019 | 21.91% |
January 31, 2019 | 21.91% |
December 31, 2018 | 21.91% |
November 30, 2018 | 18.62% |
October 31, 2018 | 18.62% |
September 30, 2018 | 18.62% |
August 31, 2018 | 18.62% |
July 31, 2018 | 18.62% |
June 30, 2018 | 18.62% |
May 31, 2018 | 18.62% |
April 30, 2018 | 18.62% |
March 31, 2018 | 18.62% |
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
18.62%
Minimum
May 2017
35.31%
Maximum
Mar 2020
26.68%
Average
21.91%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.152 |
Beta (5Y) | 1.013 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.99% |
Historical Sharpe Ratio (5Y) | 0.5488 |
Historical Sortino (5Y) | 0.6322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |