Jupiter UK Alpha Fund (IRL) U2 GBP Inc (IE00BK0SN042)
14.24
-0.10
(-0.67%)
GBP |
May 15 2026
IE00BK0SN042 Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Ninety One GSF UK Alpha A Inc GBP | 17.42% |
| BGF United Kingdom Fund E2 GBP | 29.67% |
| Schroder ISF UK Equity A Acc GBP | 31.16% |
| Premier Miton UK Focus I Inc | 27.81% |
| The SEI U.K. Equity GBP Inst H | 12.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.043 |
| Beta (5Y) | 0.7389 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0528 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.20% |
| Historical Sharpe Ratio (5Y) | 0.2565 |
| Historical Sortino (5Y) | 0.4137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.40% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:IE00BK0SN042", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:IE00BK0SN042", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |