DWS Invest Enhanced Commodity Strategy CHF LC (LU1881476664)

165.38 +0.86 (+0.52%) CHF  |  Aug 27 2026
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LU1881476664 Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2026 39.00%
June 30, 2026 39.00%
May 31, 2026 39.00%
April 30, 2026 39.00%
March 31, 2026 39.00%
February 28, 2026 39.00%
January 31, 2026 39.00%
December 31, 2025 39.00%
November 30, 2025 39.00%
October 31, 2025 39.00%
September 30, 2025 39.00%
August 31, 2025 39.00%
July 31, 2025 39.00%
June 30, 2025 39.00%
May 31, 2025 39.00%
April 30, 2025 39.00%
March 31, 2025 39.00%
February 28, 2025 39.00%
January 31, 2025 39.00%
December 31, 2024 39.00%
November 30, 2024 39.00%
October 31, 2024 39.00%
September 30, 2024 39.00%
August 31, 2024 39.00%
July 31, 2024 38.50%
Date Value
June 30, 2024 38.50%
May 31, 2024 38.50%
April 30, 2024 38.50%
March 31, 2024 38.50%
February 29, 2024 38.50%
January 31, 2024 38.50%
December 31, 2023 37.63%
November 30, 2023 34.17%
October 31, 2023 34.17%
September 30, 2023 34.17%
August 31, 2023 34.17%
July 31, 2023 34.17%
June 30, 2023 33.44%
May 31, 2023 33.44%
April 30, 2023 31.83%
March 31, 2023 29.94%
February 28, 2023 27.98%
January 31, 2023 27.36%
December 31, 2022 25.77%
November 30, 2022 24.12%
October 31, 2022 23.55%
September 30, 2022 23.55%
August 31, 2022 23.55%
July 31, 2022 23.55%
June 30, 2022 23.55%

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.

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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

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GSQuartix Mod Str on the BBG CI TR Pf A CHF-H 29.36%
LO Funds - Transition Materials SH CHF PA 24.47%
CT (Lux) Enhanced Commodities AFH CHF 29.03%
Vontobel Fund - Commodity HN (hedged) CHF 33.69%
Amundi S.F. - EUR Commodities A CHF H C 32.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.442
Beta (5Y) 0.0021
Alpha (vs YCharts Benchmark) (5Y) -3.985
Beta (vs YCharts Benchmark) (5Y) 1.078
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.75%
Historical Sharpe Ratio (5Y) 0.1754
Historical Sortino (5Y) 0.2984
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.42%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LU1881476664", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LU1881476664", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.