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Issuer
DWS
Inception Date
Mar 6, 1990
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

CEE Performance Chart

The Central and Eastern Europe Fund (CEE) is up 22.5% since the beginning of the year. CEE is currently trading at $22 per share. Investors who bought $1,000 worth of CEE shares 5 years ago would now be looking at an investment worth $905.


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S&P 500 Index

Returns By Period

The Central and Eastern Europe Fund (CEE) has returned 22.49% so far this year and 45.33% over the past 12 months. Over the last ten years, CEE has returned 5.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


The Central and Eastern Europe Fund

1D
0.51%
1M
3.44%
YTD
22.49%
6M
29.00%
1Y
45.33%
3Y*
36.25%
5Y*
-1.97%
10Y*
5.28%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEE Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 1990, CEE's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 53% of months were positive and 47% were negative. The best month was Sep 2005 with a return of +33.5%, while the worst month was Oct 2008 at -38.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, CEE closed higher 48% of trading days. The best single day was Oct 28, 2008 with a return of +21.0%, while the worst single day was Nov 13, 1997 at -29.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.02%2.14%-6.30%11.04%3.40%3.19%22.49%
202514.56%17.51%-1.84%1.04%7.17%-0.67%-1.61%6.94%-5.94%1.89%5.30%9.73%65.59%
20240.10%-0.10%-2.36%-0.63%11.49%1.07%-0.00%-1.03%1.61%-0.47%11.34%-5.19%15.52%
202318.04%-5.64%-12.20%0.52%0.62%10.89%3.86%-5.63%-3.15%-1.63%6.15%12.75%22.58%
2022-9.61%-37.34%-10.42%-14.79%-6.49%-6.65%0.40%-16.60%-20.74%6.66%9.65%9.99%-67.78%
2021-2.37%2.51%-0.04%1.04%10.32%4.55%-3.06%1.73%4.34%8.49%-15.04%2.78%13.62%

Benchmark Metrics

The Central and Eastern Europe Fund has an annualized alpha of -0.70%, beta of 0.89, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since February 28, 1990.

  • This fund participated in 129.99% of S&P 500 Index downside but only 105.88% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.25 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.70%
Beta
0.89
0.25
Upside Capture
105.88%
Downside Capture
129.99%

Expense Ratio

CEE has a high expense ratio of 1.26%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CEE ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CEE Risk / Return Rank: 4545
Overall Rank
CEE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CEE Sortino Ratio Rank: 4242
Sortino Ratio Rank
CEE Omega Ratio Rank: 3737
Omega Ratio Rank
CEE Calmar Ratio Rank: 7272
Calmar Ratio Rank
CEE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Central and Eastern Europe Fund (CEE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.14

2.78

+0.36

Martin ratioReturn relative to average drawdown

7.02

12.44

-5.42

Dividends

Dividend History

The Central and Eastern Europe Fund provided a 1.79% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.39$0.39$0.35$0.37$0.24$0.95$0.92$1.46$1.01$0.56$0.32$0.49

Dividend yield

1.79%2.19%3.23%3.74%2.89%3.61%3.82%5.17%4.58%2.30%1.56%2.92%

Monthly Dividends

The table displays the monthly dividend distributions for The Central and Eastern Europe Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The Central and Eastern Europe Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Central and Eastern Europe Fund was 82.98%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current The Central and Eastern Europe Fund drawdown is 31.86%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-82.98%Oct 2022
14y 5mo
18y 1moMay 2008 - now
Dot-com crash2000–2002
-66.19%Sep 2001
3y 11mo2y 3mo
6y 3moOct 1997 - Jan 2004
1990 bear market1990
-45.45%Sep 1990
7mo 1d5y 11mo
6y 6moMar 1990 - Aug 1996
2006 bear market2006
-40.20%Jun 2006
1mo 4d10mo 7d
11mo 11dMay 2006 - Apr 2007
2004 bear market2004
-26.80%May 2004
4mo 9d5mo 21d
10moJan 2004 - Nov 2004

Drawdown Indicators


CEEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.98%

-56.78%

-26.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-9.10%

-5.41%

Max Drawdown (3Y)

Largest decline over 3 years

-22.22%

-18.90%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-25.43%

-54.46%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-33.92%

-45.97%

Current Drawdown

Current decline from peak

-31.86%

-1.80%

-30.06%

Average Drawdown

Average peak-to-trough decline

-37.35%

-10.71%

-26.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

2.03%

+4.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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