LU0120667240 Max Drawdown (5Y) Trends

GS Central Europe EQ-P Dis CZK (LU0120667240)

1519.70 -14.41 (-0.94%) CZK | 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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ERSTE STOCK EUROPE EMERGING CZK VA	68.93%
BF Money Kozep-Europai Reszveny a CZK	37.08%
VIG Kozep-Europai Reszveny C	39.85%
Conseq Invest Akcie Nove Evropy D	99.32%
SPOROTREND CZK C	32.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	8.171
Beta (5Y)	0.5896
Alpha (vs YCharts Benchmark) (5Y)	13.72
Beta (vs YCharts Benchmark) (5Y)	0.4521
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	16.61%
Historical Sharpe Ratio (5Y)	0.9094
Historical Sortino (5Y)	1.420
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.80%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU0120667240", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU0120667240", "max_drawdown_5y", -4)

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