Voya Small Company A (VYSYX)
9.43
-0.26 (-2.68%)
USD |
Mar 22 2023
VYSYX Max Drawdown (5Y): 43.32% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 43.32% |
January 31, 2023 | 43.32% |
December 31, 2022 | 43.32% |
November 30, 2022 | 43.32% |
October 31, 2022 | 43.32% |
September 30, 2022 | 43.32% |
August 31, 2022 | 43.32% |
July 31, 2022 | 43.32% |
June 30, 2022 | 43.32% |
May 31, 2022 | 43.32% |
April 30, 2022 | 43.32% |
March 31, 2022 | 43.32% |
February 28, 2022 | 43.32% |
January 31, 2022 | 43.32% |
December 31, 2021 | 43.32% |
November 30, 2021 | 43.32% |
October 31, 2021 | 43.32% |
September 30, 2021 | 43.32% |
August 31, 2021 | 43.32% |
July 31, 2021 | 43.32% |
June 30, 2021 | 43.32% |
May 31, 2021 | 43.32% |
April 30, 2021 | 43.32% |
March 31, 2021 | 43.32% |
February 28, 2021 | 43.32% |
Date | Value |
---|---|
January 31, 2021 | 43.32% |
December 31, 2020 | 43.32% |
November 30, 2020 | 43.32% |
October 31, 2020 | 43.32% |
September 30, 2020 | 43.32% |
August 31, 2020 | 43.32% |
July 31, 2020 | 43.32% |
June 30, 2020 | 43.32% |
May 31, 2020 | 43.32% |
April 30, 2020 | 43.32% |
March 31, 2020 | 43.32% |
February 29, 2020 | 26.67% |
January 31, 2020 | 26.67% |
December 31, 2019 | 26.67% |
November 30, 2019 | 26.67% |
October 31, 2019 | 26.67% |
September 30, 2019 | 26.67% |
August 31, 2019 | 26.67% |
July 31, 2019 | 26.67% |
June 30, 2019 | 26.67% |
May 31, 2019 | 26.67% |
April 30, 2019 | 26.67% |
March 31, 2019 | 26.67% |
February 28, 2019 | 26.67% |
January 31, 2019 | 26.67% |
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
21.55%
Minimum
Mar 2018
43.32%
Maximum
Mar 2020
35.89%
Average
43.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.972 |
Beta (5Y) | 1.156 |
Alpha (vs YCharts Benchmark) (5Y) | -2.568 |
Beta (vs YCharts Benchmark) (5Y) | 0.9728 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.13% |
Historical Sharpe Ratio (5Y) | 0.2321 |
Historical Sortino (5Y) | 0.2637 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.53% |