VYSDX Max Drawdown (5Y) Analysis

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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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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Voya Small Company Portfolio R6	30.46%
Nuveen Small Cap Value Opportunities Fund R6	36.96%
American Century Small Company Fund R	32.14%
BlackRock Advantage SMID Cap Fund R	27.33%
Shelton S&P SmallCap Index Fund K	35.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-6.543
Beta (5Y)	1.078
Alpha (vs YCharts Benchmark) (5Y)	0.689
Beta (vs YCharts Benchmark) (5Y)	0.9315
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	19.85%
Historical Sharpe Ratio (5Y)	0.3728
Historical Sortino (5Y)	0.6865
Monthly Value at Risk (VaR) 5% (5Y Lookback)	8.41%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:VYSDX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:VYSDX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

Voya Small Company Fund R (VYSDX)

VYSDX Max Drawdown (5Y): 30.45% for April 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes