BE6241648862 Max Drawdown (5Y) Analysis

Optimum Fund CSOB Opatrny Clc Shs Priv Bank Cap (BE6241648862)

1647.65 -6.23 (-0.38%) CZK | May 12 2026

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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VYVAZENY MIX FF	14.45%
Fond balancovan konzervativn R	18.58%
BFM Konzervativni Vegyes Alap	6.58%
Optimum Fund CSOB Velmi opatrny Cls Shs Prem Cap	9.16%
OK Smart ETF CZK	14.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-3.190
Beta (5Y)	0.3800
Alpha (vs YCharts Benchmark) (5Y)	2.216
Beta (vs YCharts Benchmark) (5Y)	0.6249
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	5.81%
Historical Sharpe Ratio (5Y)	0.2199
Historical Sortino (5Y)	0.3288
Monthly Value at Risk (VaR) 5% (5Y Lookback)	2.79%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:BE6241648862", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:BE6241648862", "max_drawdown_5y", -4)

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