FR0013313939 Max Drawdown (5Y) Analysis

HSBC Euro Gvt Bond Fund BD (FR0013313939)

910.95 +0.50 (+0.05%) 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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DPAM B Bonds Eur Government A	20.95%
Epsilon QIncome	22.37%
Schroder ISF EURO Government Bond C Dis EUR	24.85%
SG Oblig Etat Euro P-D	92.10%
BNP Paribas Euro Government Bond N Cap	23.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-1.632
Beta (5Y)	1.197
Alpha (vs YCharts Benchmark) (5Y)	-3.914
Beta (vs YCharts Benchmark) (5Y)	0.6865
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	6.50%
Historical Sharpe Ratio (5Y)	-0.899
Historical Sortino (5Y)	-1.251
Monthly Value at Risk (VaR) 5% (5Y Lookback)	3.66%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:FR0013313939", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:FR0013313939", "max_drawdown_5y", -4)

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