East Capital Global Emerging Mrkts Sust A CZK Cap (LU2223384681)
196.24
-1.88
(-0.95%)
CZK |
Oct 06 2026
LU2223384681 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 |
|---|---|
| September 30, 2026 | 34.28% |
| August 31, 2026 | 34.28% |
| July 31, 2026 | 34.28% |
| June 30, 2026 | 34.28% |
| May 31, 2026 | 34.28% |
| April 30, 2026 | 34.28% |
| March 31, 2026 | 34.28% |
| February 28, 2026 | 34.28% |
| January 31, 2026 | 34.28% |
| December 31, 2025 | 34.28% |
| November 30, 2025 | 34.28% |
| October 31, 2025 | 34.28% |
| September 30, 2025 | 34.28% |
| August 31, 2025 | 34.28% |
| July 31, 2025 | 34.28% |
| June 30, 2025 | 34.28% |
| May 31, 2025 | 34.28% |
| April 30, 2025 | 34.28% |
| March 31, 2025 | 34.28% |
| February 28, 2025 | 34.28% |
| January 31, 2025 | 34.28% |
| December 31, 2024 | 34.28% |
| November 30, 2024 | 34.28% |
| October 31, 2024 | 34.28% |
| September 30, 2024 | 34.28% |
| Date | Value |
|---|---|
| August 31, 2024 | 34.28% |
| July 31, 2024 | 34.28% |
| June 30, 2024 | 34.28% |
| May 31, 2024 | 34.28% |
| April 30, 2024 | 34.28% |
| March 31, 2024 | 34.28% |
| February 29, 2024 | 34.28% |
| January 31, 2024 | 34.28% |
| December 31, 2023 | 34.28% |
| November 30, 2023 | 34.28% |
| October 31, 2023 | 34.28% |
| September 30, 2023 | 34.28% |
| August 31, 2023 | 34.28% |
| July 31, 2023 | 34.28% |
| June 30, 2023 | 34.28% |
| May 31, 2023 | 34.28% |
| April 30, 2023 | 34.28% |
| March 31, 2023 | 32.21% |
| February 28, 2023 | 31.26% |
| January 31, 2023 | 31.26% |
| December 31, 2022 | 31.26% |
| November 30, 2022 | 31.26% |
| October 31, 2022 | 31.26% |
| September 30, 2022 | 29.01% |
| August 31, 2022 | 29.01% |
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 Renta Czechrenta Responsible Investing Dis | 21.84% |
| GS Czech Crown Bond-P Dis CZK | 24.61% |
| GS Central Europe EQ-P Dis CZK | 32.99% |
| TRENDBOND | 36.43% |
| ERSTE BOND DANUBIA CZK R01 VA | 39.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6719 |
| Beta (5Y) | 0.4779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.22% |
| Historical Sharpe Ratio (5Y) | 0.3481 |
| Historical Sortino (5Y) | 0.6614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.61% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LU2223384681", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LU2223384681", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |