NEW GERMANY FUND INC (GF)
8.45
+0.03
(+0.36%)
USD |
NYSE |
May 02, 16:00
8.46
+0.01
(+0.12%)
Pre-Market: 20:00
GF Max Drawdown (5Y): 53.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.72% |
March 31, 2024 | 53.72% |
February 29, 2024 | 53.72% |
January 31, 2024 | 53.72% |
December 31, 2023 | 53.72% |
November 30, 2023 | 53.72% |
October 31, 2023 | 53.72% |
September 30, 2023 | 53.72% |
August 31, 2023 | 53.72% |
July 31, 2023 | 53.72% |
June 30, 2023 | 53.72% |
May 31, 2023 | 53.72% |
April 30, 2023 | 53.72% |
March 31, 2023 | 53.72% |
February 28, 2023 | 53.72% |
January 31, 2023 | 53.72% |
December 31, 2022 | 53.72% |
November 30, 2022 | 53.72% |
October 31, 2022 | 53.72% |
September 30, 2022 | 53.45% |
August 31, 2022 | 47.60% |
July 31, 2022 | 47.40% |
June 30, 2022 | 43.26% |
May 31, 2022 | 41.48% |
April 30, 2022 | 41.48% |
Date | Value |
---|---|
March 31, 2022 | 41.48% |
February 28, 2022 | 41.48% |
January 31, 2022 | 41.48% |
December 31, 2021 | 41.48% |
November 30, 2021 | 41.48% |
October 31, 2021 | 41.48% |
September 30, 2021 | 41.48% |
August 31, 2021 | 41.48% |
July 31, 2021 | 41.48% |
June 30, 2021 | 41.48% |
May 31, 2021 | 41.48% |
April 30, 2021 | 41.48% |
March 31, 2021 | 41.48% |
February 28, 2021 | 41.48% |
January 31, 2021 | 41.48% |
December 31, 2020 | 41.48% |
November 30, 2020 | 41.48% |
October 31, 2020 | 41.48% |
September 30, 2020 | 41.48% |
August 31, 2020 | 41.48% |
July 31, 2020 | 41.48% |
June 30, 2020 | 41.48% |
May 31, 2020 | 41.48% |
April 30, 2020 | 41.48% |
March 31, 2020 | 41.48% |
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
32.48%
Minimum
May 2019
53.72%
Maximum
Oct 2022
44.29%
Average
41.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Ireland ETF | 46.47% |
iShares MSCI Poland ETF | 61.40% |
CENTRAL & EASTERN EUROPE FUND, INC. | 79.87% |
First Trust Germany AlphaDEX® ETF | 51.56% |
iShares MSCI Peru ETF | 50.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.749 |
Beta (5Y) | 1.362 |
Alpha (vs YCharts Benchmark) (5Y) | -14.85 |
Beta (vs YCharts Benchmark) (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.75% |
Historical Sharpe Ratio (5Y) | -0.0606 |
Historical Sortino (5Y) | -0.0829 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |