LU0107398884 Max Drawdown (5Y) Analysis

JPM Europe Strategic Value A Dist EUR (LU0107398884)

26.02 -0.07 (-0.27%) EUR | Jun 08 2026

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Max Drawdown (5Y) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Max Drawdown Definition

View Max Drawdown Definition

Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks

Start Trial

Generali Komfort Dynamik Europa DX EUR Accu	24.21%
AriDeka CF	20.97%
Allianz Wachstum Europa - A - EUR	39.40%
Fidelity Funds - European Growth A-EUR	23.04%
MEAG EuroInvest A	25.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	2.046
Beta (5Y)	0.7418
Alpha (vs YCharts Benchmark) (5Y)	6.671
Beta (vs YCharts Benchmark) (5Y)	0.613
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	13.82%
Historical Sharpe Ratio (5Y)	0.7556
Historical Sortino (5Y)	1.107
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.10%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes

Start Trial

Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU0107398884", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU0107398884", "max_drawdown_5y", -4)

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