LU1615288039 Max Drawdown (5Y) Insights

JPM Europe Strategic Value C Acc USD Hedged (LU1615288039)

245.82 +1.27 (+0.52%) USD | May 14 2026

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Barings Europa Fund A USD Inc	34.21%
Ninety One GSF European Equity A Inc USD	35.85%
JPM Euroland Equity A Dist USD	35.72%
JPM Europe Equity A Dist USD	30.87%
Brandes European Value I USD	33.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	5.154
Beta (5Y)	0.6996
Alpha (vs YCharts Benchmark) (5Y)	9.569
Beta (vs YCharts Benchmark) (5Y)	0.5827
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	13.53%
Historical Sharpe Ratio (5Y)	0.9888
Historical Sortino (5Y)	1.430
Monthly Value at Risk (VaR) 5% (5Y Lookback)	5.65%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU1615288039", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU1615288039", "max_drawdown_5y", -4)

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