Morgan Stanley Europe Opportunity Fund Inc A (EUGAX)

25.01 +0.03 (+0.12%) USD  |  Dec 16 2024
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EUGAX Max Drawdown (5Y): 56.15% 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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Max Drawdown (5Y) Benchmarks

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Fidelity Advisor Europe Fund A 38.13%
BlackRock EuroFund Investor A 40.76%
Janus Henderson European Focus Fund A 36.89%
JPMorgan Europe Dynamic Fund A 44.64%
Columbia Acorn European Fund A 51.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.299
Beta (5Y) 1.229
Alpha (vs YCharts Benchmark) (5Y) 0.1003
Beta (vs YCharts Benchmark) (5Y) 1.094
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.46%
Historical Sharpe Ratio (5Y) 0.1881
Historical Sortino (5Y) 0.2695
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.98%

Max Drawdown (5Y) Excel Add-In Codes

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