Global X DAX Germany ETF (DAX)

34.04 -0.02 (-0.06%) USD  |  NASDAQ  |  Jan 08, 16:00
34.04 0.00 (0.00%) After-Hours: 17:14
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DAX Max Drawdown (5Y): 45.59% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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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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Max Drawdown (5Y) Benchmarks

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Franklin FTSE Germany ETF 46.25%
Franklin FTSE Switzerland ETF 28.16%
iShares MSCI Switzerland ETF 28.96%
iShares MSCI France ETF 39.23%
iShares MSCI Germany ETF 46.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.594
Beta (5Y) 1.275
Alpha (vs YCharts Benchmark) (5Y) 0.1354
Beta (vs YCharts Benchmark) (5Y) 1.158
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.68%
Historical Sharpe Ratio (5Y) 0.1497
Historical Sortino (5Y) 0.1945
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.93%