Global X MSCI Norway ETF (NORW)
25.03
+0.42
(+1.73%)
USD |
NYSEARCA |
Nov 15, 16:00
24.90
-0.13
(-0.54%)
After-Hours: 20:00
NORW Max Drawdown (5Y): 53.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.69% |
| September 30, 2024 | 53.69% |
| August 31, 2024 | 53.69% |
| July 31, 2024 | 53.69% |
| June 30, 2024 | 53.69% |
| May 31, 2024 | 53.69% |
| April 30, 2024 | 53.69% |
| March 31, 2024 | 53.69% |
| February 29, 2024 | 53.69% |
| January 31, 2024 | 53.69% |
| December 31, 2023 | 53.69% |
| November 30, 2023 | 53.69% |
| October 31, 2023 | 53.69% |
| September 30, 2023 | 53.69% |
| August 31, 2023 | 53.69% |
| July 31, 2023 | 53.69% |
| June 30, 2023 | 53.69% |
| May 31, 2023 | 53.69% |
| April 30, 2023 | 53.69% |
| March 31, 2023 | 53.69% |
| February 28, 2023 | 53.69% |
| January 31, 2023 | 53.69% |
| December 31, 2022 | 53.69% |
| November 30, 2022 | 53.69% |
| October 31, 2022 | 53.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.69% |
| August 31, 2022 | 53.69% |
| July 31, 2022 | 53.69% |
| June 30, 2022 | 53.69% |
| May 31, 2022 | 53.69% |
| April 30, 2022 | 53.69% |
| March 31, 2022 | 53.69% |
| February 28, 2022 | 53.69% |
| January 31, 2022 | 53.69% |
| December 31, 2021 | 53.69% |
| November 30, 2021 | 53.69% |
| October 31, 2021 | 53.69% |
| September 30, 2021 | 53.69% |
| August 31, 2021 | 53.69% |
| July 31, 2021 | 53.69% |
| June 30, 2021 | 53.69% |
| May 31, 2021 | 53.69% |
| April 30, 2021 | 53.69% |
| March 31, 2021 | 53.69% |
| February 28, 2021 | 53.69% |
| January 31, 2021 | 53.69% |
| December 31, 2020 | 53.69% |
| November 30, 2020 | 53.69% |
| October 31, 2020 | 53.69% |
| September 30, 2020 | 53.69% |
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
50.86%
Minimum
Nov 2019
53.69%
Maximum
Mar 2020
53.50%
Average
53.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Norway ETF | 54.22% |
| iShares MSCI Ireland ETF | 46.47% |
| First Trust Switzerland AlphaDEX® ETF | 33.97% |
| iShares MSCI United Kingdom Small-Cp ETF | 49.33% |
| VanEck Africa ETF | 53.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.524 |
| Beta (5Y) | 1.317 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.150 |
| Beta (vs YCharts Benchmark) (5Y) | 1.182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.23% |
| Historical Sharpe Ratio (5Y) | 0.0726 |
| Historical Sortino (5Y) | 0.0845 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.31% |