IE00BFNXFY92 Max Drawdown (5Y) Trends

Aspect Diversified Trends T EUR Inst (IE00BFNXFY92)

162.88 -0.59 (-0.36%) EUR | May 14 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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HSBC Sector Rotation AC	19.25%
Bankinter EE UU Nasdaq 100 R, FI	38.03%
Cyril Systematic I	44.32%
Goldman Sachs Alternative Trend Pf OCS Acc EUR-H	17.67%
Man Trend Alternative DNY H EUR Acc	36.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	5.975
Beta (5Y)	-0.0855
Alpha (vs YCharts Benchmark) (5Y)	5.823
Beta (vs YCharts Benchmark) (5Y)	-0.1502
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	12.61%
Historical Sharpe Ratio (5Y)	0.3941
Historical Sortino (5Y)	0.64
Monthly Value at Risk (VaR) 5% (5Y Lookback)	5.41%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:IE00BFNXFY92", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:IE00BFNXFY92", "max_drawdown_5y", -4)

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