NEW GERMANY FUND INC (GF)
8.22
-0.06
(-0.66%)
USD |
NYSE |
Nov 15, 16:00
8.22
0.00 (0.00%)
Pre-Market: 20:00
GF Max Drawdown (5Y): 53.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.72% |
| September 30, 2024 | 53.72% |
| August 31, 2024 | 53.72% |
| July 31, 2024 | 53.72% |
| June 30, 2024 | 53.72% |
| May 31, 2024 | 53.72% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
53.72%
Maximum
Oct 2022
46.41%
Average
41.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aberdeen Australia Equity Fund Inc | 43.97% |
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Chile ETF | 66.88% |
| VanEck Vietnam ETF | 51.60% |
| iShares MSCI South Africa ETF | 62.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.489 |
| Beta (5Y) | 1.376 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.084 |
| Beta (vs YCharts Benchmark) (5Y) | 1.214 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.76% |
| Historical Sharpe Ratio (5Y) | -0.0644 |
| Historical Sortino (5Y) | -0.0889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |