CENTRAL & EASTERN EUROPE FUND, INC. (CEE)
9.50
-0.08
(-0.84%)
USD |
NYSE |
Apr 26, 13:17
CEE Max Drawdown (5Y): 79.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.87% |
| February 29, 2024 | 79.87% |
| January 31, 2024 | 79.87% |
| December 31, 2023 | 79.87% |
| November 30, 2023 | 79.87% |
| October 31, 2023 | 79.87% |
| September 30, 2023 | 79.87% |
| August 31, 2023 | 79.87% |
| July 31, 2023 | 79.87% |
| June 30, 2023 | 79.87% |
| May 31, 2023 | 79.87% |
| April 30, 2023 | 79.87% |
| March 31, 2023 | 79.87% |
| February 28, 2023 | 79.87% |
| January 31, 2023 | 79.87% |
| December 31, 2022 | 79.87% |
| November 30, 2022 | 79.87% |
| October 31, 2022 | 79.87% |
| September 30, 2022 | 78.19% |
| August 31, 2022 | 75.52% |
| July 31, 2022 | 75.52% |
| June 30, 2022 | 75.52% |
| May 31, 2022 | 75.52% |
| April 30, 2022 | 75.52% |
| March 31, 2022 | 75.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.68% |
| January 31, 2022 | 50.12% |
| December 31, 2021 | 50.12% |
| November 30, 2021 | 50.12% |
| October 31, 2021 | 50.12% |
| September 30, 2021 | 50.12% |
| August 31, 2021 | 50.12% |
| July 31, 2021 | 50.12% |
| June 30, 2021 | 50.12% |
| May 31, 2021 | 50.12% |
| April 30, 2021 | 50.12% |
| March 31, 2021 | 50.12% |
| February 28, 2021 | 50.12% |
| January 31, 2021 | 50.12% |
| December 31, 2020 | 50.12% |
| November 30, 2020 | 57.84% |
| October 31, 2020 | 59.80% |
| September 30, 2020 | 59.80% |
| August 31, 2020 | 59.80% |
| July 31, 2020 | 59.80% |
| June 30, 2020 | 59.80% |
| May 31, 2020 | 59.80% |
| April 30, 2020 | 59.80% |
| March 31, 2020 | 59.80% |
| February 29, 2020 | 59.80% |
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
50.12%
Minimum
Dec 2020
79.87%
Maximum
Oct 2022
65.26%
Average
59.80%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| iShares MSCI Austria ETF | 58.10% |
| Global X MSCI Norway ETF | 53.69% |
| iShares MSCI Poland ETF | 61.40% |
| iShares MSCI Norway ETF | 54.22% |
| NEW GERMANY FUND INC | 53.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.78 |
| Beta (5Y) | 1.534 |
| Alpha (vs YCharts Benchmark) (5Y) | -32.76 |
| Beta (vs YCharts Benchmark) (5Y) | 1.307 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.78% |
| Historical Sharpe Ratio (5Y) | -0.3354 |
| Historical Sortino (5Y) | -0.3599 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.53% |