JPM Global Macro Opportunities T Acc EUR (LU0605964500)
97.97
+0.40
(+0.41%)
EUR |
Aug 26 2026
LU0605964500 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 | 19.81% |
| June 30, 2026 | 19.81% |
| May 31, 2026 | 19.81% |
| April 30, 2026 | 19.81% |
| March 31, 2026 | 19.81% |
| February 28, 2026 | 18.12% |
| January 31, 2026 | 18.12% |
| December 31, 2025 | 18.12% |
| November 30, 2025 | 18.12% |
| October 31, 2025 | 18.12% |
| September 30, 2025 | 18.12% |
| August 31, 2025 | 20.49% |
| July 31, 2025 | 21.11% |
| June 30, 2025 | 21.40% |
| May 31, 2025 | 21.51% |
| April 30, 2025 | 21.51% |
| March 31, 2025 | 22.41% |
| February 28, 2025 | 22.63% |
| January 31, 2025 | 22.63% |
| December 31, 2024 | 23.45% |
| November 30, 2024 | 24.22% |
| October 31, 2024 | 24.55% |
| September 30, 2024 | 24.55% |
| August 31, 2024 | 24.55% |
| July 31, 2024 | 24.55% |
| Date | Value |
|---|---|
| June 30, 2024 | 24.55% |
| May 31, 2024 | 24.55% |
| April 30, 2024 | 24.55% |
| March 31, 2024 | 24.55% |
| February 29, 2024 | 24.55% |
| January 31, 2024 | 24.68% |
| December 31, 2023 | 24.68% |
| November 30, 2023 | 24.68% |
| October 31, 2023 | 24.68% |
| September 30, 2023 | 24.68% |
| August 31, 2023 | 24.68% |
| July 31, 2023 | 24.68% |
| June 30, 2023 | 24.68% |
| May 31, 2023 | 24.68% |
| April 30, 2023 | 24.68% |
| March 31, 2023 | 24.68% |
| February 28, 2023 | 24.68% |
| January 31, 2023 | 24.68% |
| December 31, 2022 | 24.68% |
| November 30, 2022 | 24.68% |
| October 31, 2022 | 24.68% |
| September 30, 2022 | 24.68% |
| August 31, 2022 | 26.20% |
| July 31, 2022 | 27.76% |
| June 30, 2022 | 28.18% |
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
| Palatine Global Asset I | 9.42% |
| Harmonis Patrimoine C | 29.55% |
| Robeco QI Long/Short Dynamic Duration D EUR | 8.13% |
| Goldman Sachs Glo Strat Macro Bond Pf I EUR-H | 8.32% |
| Ouessant A | 20.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.772 |
| Beta (5Y) | 0.0092 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.722 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.08% |
| Historical Sharpe Ratio (5Y) | -0.9421 |
| Historical Sortino (5Y) | -1.389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.68% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU0605964500", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU0605964500", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |