LU1681196660 Max Drawdown (5Y) Insights

Swiss Life Funds (LUX) Bd Gl Corp EUR S Cap (LU1681196660)

10860.27 +3.87 (+0.04%) EUR | May 13 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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Anima Obbligazionario Corporate A	15.69%
Bond Euro Corporate A	18.39%
Pictet-EUR Corporate Bonds-I	18.85%
Apollo Euro Corporate Bond ESG T	22.84%
NEF - Ethical Corporate Bond - Euro R	19.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	0.1213
Beta (5Y)	1.185
Alpha (vs YCharts Benchmark) (5Y)	-1.849
Beta (vs YCharts Benchmark) (5Y)	0.782
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	5.60%
Historical Sharpe Ratio (5Y)	-0.7235
Historical Sortino (5Y)	-1.061
Monthly Value at Risk (VaR) 5% (5Y Lookback)	2.86%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU1681196660", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU1681196660", "max_drawdown_5y", -4)

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