FR0000003196 Max Drawdown (5Y) Insights

Ostrum SRI EURO Sovereign Bonds R (C) EUR (FR0000003196)

489.51 -1.74 (-0.35%) EUR | 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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Eurizon Obbligazioni Euro	16.15%
Schroder ISF EURO Government Bond C Acc EUR	24.86%
Siemens Euroinvest Renten	22.26%
SG Oblig Etat Euro P-C	92.10%
HSBC Euro Gvt Bond Fund HC	22.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-2.497
Beta (5Y)	1.138
Alpha (vs YCharts Benchmark) (5Y)	-4.670
Beta (vs YCharts Benchmark) (5Y)	0.6522
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	6.14%
Historical Sharpe Ratio (5Y)	-1.059
Historical Sortino (5Y)	-1.430
Monthly Value at Risk (VaR) 5% (5Y Lookback)	3.54%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:FR0000003196", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:FR0000003196", "max_drawdown_5y", -4)

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