Global X MSCI Norway ETF (NORW)
24.49
-0.11
(-0.45%)
USD |
NYSEARCA |
Apr 24, 15:46
NORW Max Drawdown (5Y): 53.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 53.69% |
July 31, 2020 | 53.69% |
June 30, 2020 | 53.69% |
May 31, 2020 | 53.69% |
April 30, 2020 | 53.69% |
March 31, 2020 | 53.69% |
February 29, 2020 | 50.86% |
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
Apr 2019
53.69%
Maximum
Mar 2020
53.17%
Average
53.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Norway ETF | 54.22% |
iShares MSCI Austria ETF | 58.10% |
CENTRAL & EASTERN EUROPE FUND, INC. | 79.87% |
Global X MSCI Colombia ETF | 62.71% |
iShares MSCI Qatar ETF | 33.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.823 |
Beta (5Y) | 1.303 |
Alpha (vs YCharts Benchmark) (5Y) | -14.75 |
Beta (vs YCharts Benchmark) (5Y) | 1.157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.46% |
Historical Sharpe Ratio (5Y) | 0.0128 |
Historical Sortino (5Y) | 0.0151 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.42% |