LU1701680032 Max Drawdown (5Y) Analysis

Invesco Global Inv Grd Corp Bd Z EUR Hgd GI AD (LU1701680032)

7.489 -0.02 (-0.21%) EUR | May 15 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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Invesco Environmental Climate Opp Bd E EUR Acc	10.55%
Schroder ISF Global Corporate Bond A Acc EUR Hdg	23.14%
PIMCO GIS Glo Invt Grd Crdt Invr EUR Hgd Acc	23.41%
BGF Global Corporate Bond Fund A2 EUR Hedged	23.55%
Goldman Sachs Glo Credit Pf (Hdg) P Acc EUR-H	23.22%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	0.1380
Beta (5Y)	1.318
Alpha (vs YCharts Benchmark) (5Y)	-2.013
Beta (vs YCharts Benchmark) (5Y)	0.8852
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	7.00%
Historical Sharpe Ratio (5Y)	-0.6442
Historical Sortino (5Y)	-0.8783
Monthly Value at Risk (VaR) 5% (5Y Lookback)	3.65%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU1701680032", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU1701680032", "max_drawdown_5y", -4)

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