DWS ESG Core Equity S (DESSX)

25.47 -0.19 (-0.74%) USD  |  Dec 12 2024
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DESSX Max Drawdown (5Y): 34.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Russell Inv Sustainable Equity S 30.55%
Invesco Charter S 34.73%
DWS Equity Sector Strategy Fund Class S 29.69%
Voya Index Plus LargeCap Port S 35.42%
JH Adaptive Risk Mgd U.S. Eq S 37.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.9168
Beta (5Y) 1.002
Alpha (vs YCharts Benchmark) (5Y) 0.9168
Beta (vs YCharts Benchmark) (5Y) 1.002
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.89%
Historical Sharpe Ratio (5Y) 0.7573
Historical Sortino (5Y) 0.8171
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.57%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:DESSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:DESSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.