LU0106238719 Max Drawdown (5Y) Insights

Schroder ISF Italian Equity A Acc EUR (LU0106238719)

85.66 -1.49 (-1.71%) EUR | May 15 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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Euromobiliare Azioni Italiane A	24.38%
Anima Italia A	23.51%
Mediolanum Italian Equity L A	29.31%
Fidelity Funds - Italy A-EUR-DIS	26.22%
Eurizon Fund Equity Italy Smart Volatility R EUR	27.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-0.9931
Beta (5Y)	1.071
Alpha (vs YCharts Benchmark) (5Y)	5.989
Beta (vs YCharts Benchmark) (5Y)	0.8577
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	17.75%
Historical Sharpe Ratio (5Y)	0.6534
Historical Sortino (5Y)	1.043
Monthly Value at Risk (VaR) 5% (5Y Lookback)	7.08%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU0106238719", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU0106238719", "max_drawdown_5y", -4)

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