Ninety One GSF UK Alpha JX Inc GBP (LU1213241133)
30.01
+0.11
(+0.37%)
GBP |
Aug 27 2026
LU1213241133 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 | 16.25% |
| June 30, 2026 | 16.25% |
| May 31, 2026 | 16.25% |
| April 30, 2026 | 16.25% |
| March 31, 2026 | 16.25% |
| February 28, 2026 | 16.25% |
| January 31, 2026 | 16.25% |
| December 31, 2025 | 16.25% |
| November 30, 2025 | 16.25% |
| October 31, 2025 | 19.09% |
| September 30, 2025 | 19.87% |
| August 31, 2025 | 19.87% |
| July 31, 2025 | 19.87% |
| June 30, 2025 | 19.87% |
| May 31, 2025 | 19.87% |
| April 30, 2025 | 19.87% |
| March 31, 2025 | 24.25% |
| February 28, 2025 | 30.52% |
| January 31, 2025 | 30.52% |
| December 31, 2024 | 30.52% |
| November 30, 2024 | 30.52% |
| October 31, 2024 | 30.52% |
| September 30, 2024 | 30.52% |
| August 31, 2024 | 30.52% |
| July 31, 2024 | 30.52% |
| Date | Value |
|---|---|
| June 30, 2024 | 30.52% |
| May 31, 2024 | 30.52% |
| April 30, 2024 | 30.52% |
| March 31, 2024 | 30.52% |
| February 29, 2024 | 30.52% |
| January 31, 2024 | 30.52% |
| December 31, 2023 | 30.52% |
| November 30, 2023 | 30.52% |
| October 31, 2023 | 30.52% |
| September 30, 2023 | 30.52% |
| August 31, 2023 | 30.52% |
| July 31, 2023 | 30.52% |
| June 30, 2023 | 30.52% |
| May 31, 2023 | 30.52% |
| April 30, 2023 | 30.52% |
| March 31, 2023 | 30.52% |
| February 28, 2023 | 30.52% |
| January 31, 2023 | 30.52% |
| December 31, 2022 | 30.52% |
| November 30, 2022 | 30.52% |
| October 31, 2022 | 30.52% |
| September 30, 2022 | 30.52% |
| August 31, 2022 | 30.52% |
| July 31, 2022 | 30.52% |
| June 30, 2022 | 30.52% |
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
| BGF United Kingdom Fund E2 GBP | 29.67% |
| Schroder ISF UK Equity A Acc GBP | 31.16% |
| Premier Miton UK Focus I Inc | 27.81% |
| The SEI U.K. Equity GBP Inst H | 12.45% |
| TT UK Equity GBP A | 12.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.905 |
| Beta (5Y) | 0.7223 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.198 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.89% |
| Historical Sharpe Ratio (5Y) | 0.1815 |
| Historical Sortino (5Y) | 0.2956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.80% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU1213241133", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU1213241133", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |