CT (Lux) Enhanced Commodities ZEH EUR (LU0957824260)

9.824 +0.06 (+0.60%) EUR  |  Aug 27 2026
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LU0957824260 Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2026 27.51%
June 30, 2026 27.51%
May 31, 2026 27.51%
April 30, 2026 27.51%
March 31, 2026 27.51%
February 28, 2026 27.51%
January 31, 2026 27.51%
December 31, 2025 27.51%
November 30, 2025 27.51%
October 31, 2025 27.51%
September 30, 2025 28.16%
August 31, 2025 28.16%
July 31, 2025 30.70%
June 30, 2025 39.36%
May 31, 2025 43.40%
April 30, 2025 46.48%
March 31, 2025 47.20%
February 28, 2025 48.43%
January 31, 2025 48.43%
December 31, 2024 48.43%
November 30, 2024 48.43%
October 31, 2024 48.43%
September 30, 2024 48.43%
August 31, 2024 48.43%
July 31, 2024 48.43%
Date Value
June 30, 2024 48.92%
May 31, 2024 50.91%
April 30, 2024 50.91%
March 31, 2024 69.63%
February 29, 2024 70.04%
January 31, 2024 70.28%
December 31, 2023 71.21%
November 30, 2023 71.21%
October 31, 2023 71.21%
September 30, 2023 71.21%
August 31, 2023 71.21%
July 31, 2023 71.21%
June 30, 2023 71.21%
May 31, 2023 71.21%
April 30, 2023 71.21%
March 31, 2023 71.21%
February 28, 2023 71.21%
January 31, 2023 71.21%
December 31, 2022 71.21%
November 30, 2022 71.21%
October 31, 2022 71.21%
September 30, 2022 71.21%
August 31, 2022 71.50%
July 31, 2022 72.20%
June 30, 2022 72.45%

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.

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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

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Amundi S.F. - EUR Commodities E EUR C 29.82%
IQAM Strategic Commodity Fund (RVA) 39.84%
Raiffeisen-Active-Commodities R A 32.20%
GS Comm Enhanced-P Cap EUR (HG i) 32.30%
LO Funds - Transition Materials SH EUR PA 22.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.975
Beta (5Y) 0.3078
Alpha (vs YCharts Benchmark) (5Y) -1.331
Beta (vs YCharts Benchmark) (5Y) 0.9753
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.66%
Historical Sharpe Ratio (5Y) 0.3454
Historical Sortino (5Y) 0.549
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.20%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LU0957824260", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LU0957824260", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.