LU1349492527 Max Drawdown (5Y) Analysis

Danske Invest SICAV Global Index SA (LU1349492527)

4283.79 +33.08 (+0.78%) SEK | May 13 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

SEB Fund 3 - SEB Global AC Exp Fund ID (SEK)	23.50%
Skandia Varlden	24.64%
Swedbank Robur Transition Global A	25.12%
Lansforsakringar Global Vision A	24.16%
KPA Aktiefond	22.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	1.190
Beta (5Y)	0.6794
Alpha (vs YCharts Benchmark) (5Y)	3.853
Beta (vs YCharts Benchmark) (5Y)	0.6391
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	13.15%
Historical Sharpe Ratio (5Y)	0.6976
Historical Sortino (5Y)	0.959
Monthly Value at Risk (VaR) 5% (5Y Lookback)	5.42%

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:LU1349492527", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU1349492527", "max_drawdown_5y", -4)

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