NO0010333289 Max Drawdown (5Y) Analysis

KLP AksjeUSA Indeks Valsik S (NO0010333289)

5527.20 -8.67 (-0.16%) NOK | May 12 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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DNB USA Indeks A	21.33%
Handelsbanken USA Index Criteria (A1 NOK)	21.68%
Danske Invest Index USA Restricted NOK W	24.46%
KLP AksjeUSA Indeks P	21.19%
Danske Invest USA Index NOK	22.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-5.443
Beta (5Y)	1.041
Alpha (vs YCharts Benchmark) (5Y)	-3.104
Beta (vs YCharts Benchmark) (5Y)	1.023
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	15.68%
Historical Sharpe Ratio (5Y)	0.4332
Historical Sortino (5Y)	0.6109
Monthly Value at Risk (VaR) 5% (5Y Lookback)	7.66%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:NO0010333289", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:NO0010333289", "max_drawdown_5y", -4)

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