Generali Komfort Dynamik Europa DX EUR Accu (LU0100847093)
104.03
-0.97
(-0.92%)
EUR |
May 12 2026
LU0100847093 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
| Mediolanum European Equity L - A Units | 21.52% |
| AriDeka CF | 20.97% |
| Allianz Wachstum Europa - A - EUR | 39.40% |
| JPM Europe Strategic Value A Dist EUR | 21.14% |
| Fidelity Funds - European Growth A-EUR | 23.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.726 |
| Beta (5Y) | 0.7862 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9617 |
| Beta (vs YCharts Benchmark) (5Y) | 0.685 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.52% |
| Historical Sharpe Ratio (5Y) | 0.2601 |
| Historical Sortino (5Y) | 0.3932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU0100847093", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU0100847093", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |