MSIF Global Asset Backed Secs Fund SX EUR Dis (LP68645662)
21.03
+0.04
(+0.19%)
EUR |
Jun 10 2026
LP68645662 Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 9.94% |
| April 30, 2026 | 9.94% |
| March 31, 2026 | 9.94% |
| February 28, 2026 | 9.94% |
| January 31, 2026 | 9.94% |
| December 31, 2025 | 9.94% |
| November 30, 2025 | 9.94% |
| October 31, 2025 | 9.94% |
| September 30, 2025 | 9.94% |
| August 31, 2025 | 9.94% |
| July 31, 2025 | 9.94% |
| June 30, 2025 | 9.87% |
| May 31, 2025 | 9.87% |
| April 30, 2025 | 9.87% |
| March 31, 2025 | 9.87% |
| February 28, 2025 | 9.87% |
| January 31, 2025 | 9.87% |
| December 31, 2024 | 9.87% |
| November 30, 2024 | 9.87% |
| October 31, 2024 | 9.87% |
| September 30, 2024 | 9.87% |
| August 31, 2024 | 9.87% |
| July 31, 2024 | 9.87% |
| June 30, 2024 | 9.87% |
| May 31, 2024 | 9.87% |
| Date | Value |
|---|---|
| April 30, 2024 | 9.87% |
| March 31, 2024 | 9.87% |
| February 29, 2024 | 9.87% |
| January 31, 2024 | 9.87% |
| December 31, 2023 | 9.87% |
| November 30, 2023 | 9.87% |
| October 31, 2023 | 9.87% |
| September 30, 2023 | 9.87% |
| August 31, 2023 | 9.87% |
| July 31, 2023 | 9.87% |
| June 30, 2023 | 9.34% |
| May 31, 2023 | 9.34% |
| April 30, 2023 | 9.34% |
| March 31, 2023 | 9.34% |
| February 28, 2023 | 9.34% |
| January 31, 2023 | 9.34% |
| December 31, 2022 | 9.16% |
| November 30, 2022 | 7.81% |
| October 31, 2022 | 5.39% |
| September 30, 2022 | 4.28% |
| August 31, 2022 | 4.28% |
| July 31, 2022 | 4.28% |
| June 30, 2022 | 4.28% |
| May 31, 2022 | 4.28% |
| April 30, 2022 | 4.28% |
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
| CT (Lux) European Strategic Bond AE EUR | 15.32% |
| Nordea 1 - European Covered Bond BP EUR | 15.91% |
| Fideuram Fund Bond US Plus | 16.08% |
| Fonditalia Bond US Plus R | 17.53% |
| Deka-RentenNachrang | 17.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6073 |
| Beta (5Y) | -0.0428 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.668 |
| Beta (vs YCharts Benchmark) (5Y) | -0.2791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.17% |
| Historical Sharpe Ratio (5Y) | 0.123 |
| Historical Sortino (5Y) | 0.1849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.82% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LP68645662", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LP68645662", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |