ES0110088038 Max Drawdown (5Y) Analysis

BBVA Bolsa Indice Japon (Cubierto), FI (ES0110088038)

15.47 +0.18 (+1.21%) EUR | May 13 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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Strategie Indice Japon	20.33%
Bankinter Indice Japon R, FI	25.40%
Vanguard Japan Stock Index Investor EUR Acc	20.26%
Pictet-Japan Index-IS EUR	19.75%
iShares Japan Index Flex Acc EUR	20.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	4.752
Beta (5Y)	0.5336
Alpha (vs YCharts Benchmark) (5Y)	7.091
Beta (vs YCharts Benchmark) (5Y)	0.69
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	16.50%
Historical Sharpe Ratio (5Y)	0.6683
Historical Sortino (5Y)	1.070
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.58%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:ES0110088038", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:ES0110088038", "max_drawdown_5y", -4)

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