GS Euro Long Dur Bnd-R Cap EUR (LU1673812191)
177.74
-0.54
(-0.30%)
EUR |
Aug 27 2026
LU1673812191 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 | 40.35% |
| June 30, 2026 | 40.35% |
| May 31, 2026 | 40.35% |
| April 30, 2026 | 40.35% |
| March 31, 2026 | 40.35% |
| February 28, 2026 | 40.35% |
| January 31, 2026 | 40.35% |
| December 31, 2025 | 40.35% |
| November 30, 2025 | 40.35% |
| October 31, 2025 | 40.35% |
| September 30, 2025 | 40.35% |
| August 31, 2025 | 40.35% |
| July 31, 2025 | 40.35% |
| June 30, 2025 | 40.35% |
| May 31, 2025 | 40.35% |
| April 30, 2025 | 40.35% |
| March 31, 2025 | 40.35% |
| February 28, 2025 | 40.35% |
| January 31, 2025 | 40.35% |
| December 31, 2024 | 40.35% |
| November 30, 2024 | 40.35% |
| October 31, 2024 | 40.35% |
| September 30, 2024 | 40.35% |
| August 31, 2024 | 40.35% |
| July 31, 2024 | 40.35% |
| Date | Value |
|---|---|
| June 30, 2024 | 40.35% |
| May 31, 2024 | 40.35% |
| April 30, 2024 | 40.35% |
| March 31, 2024 | 40.35% |
| February 29, 2024 | 40.35% |
| January 31, 2024 | 40.35% |
| December 31, 2023 | 40.35% |
| November 30, 2023 | 40.35% |
| October 31, 2023 | 40.35% |
| September 30, 2023 | 40.06% |
| August 31, 2023 | 38.39% |
| July 31, 2023 | 38.39% |
| June 30, 2023 | 38.39% |
| May 31, 2023 | 38.39% |
| April 30, 2023 | 38.39% |
| March 31, 2023 | 38.39% |
| February 28, 2023 | 38.39% |
| January 31, 2023 | 38.39% |
| December 31, 2022 | 38.39% |
| November 30, 2022 | 38.39% |
| October 31, 2022 | 38.39% |
| September 30, 2022 | 35.90% |
| August 31, 2022 | 30.91% |
| July 31, 2022 | 30.91% |
| June 30, 2022 | 30.91% |
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
| CM-AM Obli Long Terme RD | 15.93% |
| Unofi-Oblig D | 20.33% |
| AXA WF Euro Long Duration Bonds I Cap EUR | 40.02% |
| AXA WF Euro 7-10 A Dis EUR | 23.57% |
| DWS ESG Euro Bonds (Long) TFC | 23.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.145 |
| Beta (5Y) | 2.323 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.489 |
| Beta (vs YCharts Benchmark) (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.16% |
| Historical Sharpe Ratio (5Y) | -0.6725 |
| Historical Sortino (5Y) | -0.6737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.82% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU1673812191", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU1673812191", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |