HSBC GIF - Economic Scale US Equity BCHEUR (LU1679019056)
22.15
+0.05
(+0.22%)
EUR |
Aug 26 2026
LU1679019056 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 | 24.64% |
| June 30, 2026 | 24.64% |
| May 31, 2026 | 24.64% |
| April 30, 2026 | 24.64% |
| March 31, 2026 | 24.64% |
| February 28, 2026 | 24.64% |
| January 31, 2026 | 24.64% |
| December 31, 2025 | 24.64% |
| November 30, 2025 | 24.64% |
| October 31, 2025 | 24.64% |
| September 30, 2025 | 24.64% |
| August 31, 2025 | 24.64% |
| July 31, 2025 | 24.64% |
| June 30, 2025 | 24.64% |
| May 31, 2025 | 24.64% |
| April 30, 2025 | 26.87% |
| March 31, 2025 | 33.29% |
| February 28, 2025 | 39.83% |
| January 31, 2025 | 39.83% |
| December 31, 2024 | 39.83% |
| November 30, 2024 | 39.83% |
| October 31, 2024 | 39.83% |
| September 30, 2024 | 39.83% |
| August 31, 2024 | 39.83% |
| July 31, 2024 | 39.83% |
| Date | Value |
|---|---|
| June 30, 2024 | 39.83% |
| May 31, 2024 | 39.83% |
| April 30, 2024 | 39.83% |
| March 31, 2024 | 39.83% |
| February 29, 2024 | 39.83% |
| January 31, 2024 | 39.83% |
| December 31, 2023 | 39.83% |
| November 30, 2023 | 39.83% |
| October 31, 2023 | 39.83% |
| September 30, 2023 | 39.83% |
| August 31, 2023 | 39.83% |
| July 31, 2023 | 39.83% |
| June 30, 2023 | 39.83% |
| May 31, 2023 | 39.83% |
| April 30, 2023 | 39.83% |
| March 31, 2023 | 39.83% |
| February 28, 2023 | 39.83% |
| January 31, 2023 | 39.83% |
| December 31, 2022 | 39.83% |
| November 30, 2022 | 39.83% |
| October 31, 2022 | 39.83% |
| September 30, 2022 | 39.83% |
| August 31, 2022 | 39.83% |
| July 31, 2022 | 39.83% |
| June 30, 2022 | 39.83% |
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
| KBC Equity USA & Canada CAP | 24.36% |
| AXA Indice USA A D | 22.61% |
| Echiquier USA I | 23.90% |
| AXA IM US Equity QI B (H) Acc EUR | 25.89% |
| Kathrein US-Equity EUR (R) A | 24.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.431 |
| Beta (5Y) | 0.8748 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.546 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.76% |
| Historical Sharpe Ratio (5Y) | 0.3876 |
| Historical Sortino (5Y) | 0.5179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU1679019056", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU1679019056", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |