Fondcoyuntura, FI (ES0138969037)
396.34
+1.40
(+0.35%)
EUR |
Aug 25 2026
ES0138969037 Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 11.73% |
| June 30, 2026 | 11.73% |
| May 31, 2026 | 11.73% |
| April 30, 2026 | 11.73% |
| March 31, 2026 | 11.73% |
| February 28, 2026 | 11.73% |
| January 31, 2026 | 11.73% |
| December 31, 2025 | 11.73% |
| November 30, 2025 | 11.73% |
| October 31, 2025 | 15.97% |
| September 30, 2025 | 16.94% |
| August 31, 2025 | 16.94% |
| July 31, 2025 | 16.94% |
| June 30, 2025 | 16.94% |
| May 31, 2025 | 16.94% |
| April 30, 2025 | 23.62% |
| March 31, 2025 | 27.82% |
| February 28, 2025 | 31.94% |
| January 31, 2025 | 31.94% |
| December 31, 2024 | 31.94% |
| November 30, 2024 | 31.94% |
| October 31, 2024 | 31.94% |
| September 30, 2024 | 31.94% |
| August 31, 2024 | 31.94% |
| July 31, 2024 | 31.94% |
| Date | Value |
|---|---|
| June 30, 2024 | 31.94% |
| May 31, 2024 | 31.94% |
| April 30, 2024 | 31.94% |
| March 31, 2024 | 31.94% |
| February 29, 2024 | 31.94% |
| January 31, 2024 | 31.94% |
| December 31, 2023 | 31.94% |
| November 30, 2023 | 31.94% |
| October 31, 2023 | 31.94% |
| September 30, 2023 | 31.94% |
| August 31, 2023 | 31.94% |
| July 31, 2023 | 31.94% |
| June 30, 2023 | 31.94% |
| May 31, 2023 | 31.94% |
| April 30, 2023 | 31.94% |
| March 31, 2023 | 31.94% |
| February 28, 2023 | 31.94% |
| January 31, 2023 | 31.94% |
| December 31, 2022 | 31.94% |
| November 30, 2022 | 31.94% |
| October 31, 2022 | 31.94% |
| September 30, 2022 | 31.94% |
| August 31, 2022 | 31.94% |
| July 31, 2022 | 31.94% |
| June 30, 2022 | 31.94% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| DWS Concept ARTS Dynamic | 15.70% |
| Quality Global, FI | 18.78% |
| WAM Global Allocation A, FI | 11.27% |
| Trea Global Flexible, FI | 35.23% |
| Abanca Renta Variable Mixta SP, FI | 15.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0270 |
| Beta (5Y) | 0.3190 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.463 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.31% |
| Historical Sharpe Ratio (5Y) | 0.4834 |
| Historical Sortino (5Y) | 0.7272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:ES0138969037", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:ES0138969037", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |