FR0013393337 Max Drawdown (5Y) Analysis

H2O Multibonds FCP HSGD-R(C) (FR0013393337)

144.65 +1.21 (+0.84%) SGD | 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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JPM Global Macro Opportunities A Acc SGD Hedged	15.37%
Man TargetRisk D H SGD	20.06%
H2O Adagio FCP HSGD - R(C)	10.30%
H2O Vivace FCP HSGD-R(C)	45.45%
H2O Allegro FCP HSDG-R (C)	40.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	1.399
Beta (5Y)	0.5382
Alpha (vs YCharts Benchmark) (5Y)	6.477
Beta (vs YCharts Benchmark) (5Y)	0.22
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	22.44%
Historical Sharpe Ratio (5Y)	0.3444
Historical Sortino (5Y)	0.4537
Monthly Value at Risk (VaR) 5% (5Y Lookback)	7.11%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:FR0013393337", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:FR0013393337", "max_drawdown_5y", -4)

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