DWS ESG International Core Eq S (DURSX)
12.64
-0.14 (-1.10%)
USD |
Feb 03 2023
DURSX Max Drawdown (5Y): 36.27% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 36.27% |
December 31, 2022 | 36.27% |
November 30, 2022 | 36.27% |
October 31, 2022 | 36.27% |
September 30, 2022 | 36.27% |
August 31, 2022 | 36.27% |
July 31, 2022 | 36.27% |
June 30, 2022 | 36.27% |
May 31, 2022 | 36.27% |
April 30, 2022 | 36.27% |
March 31, 2022 | 36.27% |
February 28, 2022 | 36.27% |
January 31, 2022 | 36.27% |
December 31, 2021 | 36.27% |
November 30, 2021 | 36.27% |
October 31, 2021 | 36.27% |
September 30, 2021 | 36.27% |
August 31, 2021 | 36.27% |
July 31, 2021 | 36.27% |
June 30, 2021 | 36.27% |
May 31, 2021 | 36.27% |
April 30, 2021 | 36.27% |
March 31, 2021 | 36.27% |
February 28, 2021 | 36.27% |
January 31, 2021 | 36.27% |
Date | Value |
---|---|
December 31, 2020 | 36.27% |
November 30, 2020 | 36.27% |
October 31, 2020 | 36.27% |
September 30, 2020 | 36.27% |
August 31, 2020 | 36.27% |
July 31, 2020 | 36.27% |
June 30, 2020 | 36.27% |
May 31, 2020 | 36.27% |
April 30, 2020 | 36.27% |
March 31, 2020 | 36.27% |
February 29, 2020 | 26.74% |
January 31, 2020 | 26.74% |
December 31, 2019 | 26.74% |
November 30, 2019 | 26.74% |
October 31, 2019 | 26.74% |
September 30, 2019 | 26.74% |
August 31, 2019 | 26.74% |
July 31, 2019 | 26.74% |
June 30, 2019 | 26.74% |
May 31, 2019 | 26.74% |
April 30, 2019 | 26.74% |
March 31, 2019 | 26.74% |
February 28, 2019 | 26.74% |
January 31, 2019 | 26.74% |
December 31, 2018 | 26.74% |
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
24.66%
Minimum
Feb 2018
36.27%
Maximum
Mar 2020
31.95%
Average
36.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0983 |
Beta (5Y) | 1.051 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6078 |
Beta (vs YCharts Benchmark) (5Y) | 1.052 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.89% |
Historical Sharpe Ratio (5Y) | 0.0935 |
Historical Sortino (5Y) | 0.1085 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |