LU1086912471 Max Drawdown (5Y) Trends

GS Central Europe EQ-I Cap CZK (LU1086912471)

465483.6 -4398.07 (-0.94%) CZK | May 15 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

SPOROTREND CZK C	32.31%
UNIQA Akciovy fond opf	27.84%
Conseq Invest Akcie Nove Evropy A	99.32%
ERSTE STOCK EUROPE EMERGING CZK VA	68.93%
CSOB Akciovy srdce Evropy	48.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	9.640
Beta (5Y)	0.5902
Alpha (vs YCharts Benchmark) (5Y)	15.19
Beta (vs YCharts Benchmark) (5Y)	0.4526
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	16.63%
Historical Sharpe Ratio (5Y)	0.9971
Historical Sortino (5Y)	1.570
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.71%

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:LU1086912471", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU1086912471", "max_drawdown_5y", -4)

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