Pictet-Japan Index-IS EUR (LU0496414607)
287.50
+1.18
(+0.41%)
EUR |
Aug 25 2026
LU0496414607 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 |
|---|---|
| July 31, 2026 | 19.75% |
| June 30, 2026 | 19.75% |
| May 31, 2026 | 19.75% |
| April 30, 2026 | 19.75% |
| March 31, 2026 | 19.75% |
| February 28, 2026 | 19.75% |
| January 31, 2026 | 19.75% |
| December 31, 2025 | 19.75% |
| November 30, 2025 | 19.75% |
| October 31, 2025 | 19.75% |
| September 30, 2025 | 19.75% |
| August 31, 2025 | 19.75% |
| July 31, 2025 | 19.75% |
| June 30, 2025 | 19.75% |
| May 31, 2025 | 19.75% |
| April 30, 2025 | 19.75% |
| March 31, 2025 | 20.60% |
| February 28, 2025 | 26.86% |
| January 31, 2025 | 26.86% |
| December 31, 2024 | 26.86% |
| November 30, 2024 | 26.86% |
| October 31, 2024 | 26.86% |
| September 30, 2024 | 26.86% |
| August 31, 2024 | 26.86% |
| July 31, 2024 | 26.86% |
| Date | Value |
|---|---|
| June 30, 2024 | 26.86% |
| May 31, 2024 | 26.86% |
| April 30, 2024 | 26.86% |
| March 31, 2024 | 26.86% |
| February 29, 2024 | 26.86% |
| January 31, 2024 | 26.86% |
| December 31, 2023 | 26.86% |
| November 30, 2023 | 26.86% |
| October 31, 2023 | 26.86% |
| September 30, 2023 | 26.86% |
| August 31, 2023 | 26.86% |
| July 31, 2023 | 26.86% |
| June 30, 2023 | 26.86% |
| May 31, 2023 | 26.86% |
| April 30, 2023 | 26.86% |
| March 31, 2023 | 26.86% |
| February 28, 2023 | 26.86% |
| January 31, 2023 | 26.86% |
| December 31, 2022 | 26.86% |
| November 30, 2022 | 26.86% |
| October 31, 2022 | 26.86% |
| September 30, 2022 | 26.86% |
| August 31, 2022 | 26.86% |
| July 31, 2022 | 26.86% |
| June 30, 2022 | 26.86% |
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
| Strategie Indice Japon | 20.33% |
| Bankinter Indice Japon R, FI | 25.40% |
| Arkea Indiciel Japon P | 22.74% |
| Vanguard Japan Stock Index Investor EUR Acc | 20.26% |
| iShares Japan Index Flex Acc EUR | 20.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4355 |
| Beta (5Y) | 0.6347 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.616 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.21% |
| Historical Sharpe Ratio (5Y) | 0.4678 |
| Historical Sortino (5Y) | 0.8045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.83% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU0496414607", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU0496414607", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |