MID CAP Maximum Drawdown
| AVUAX Fund | | | USD 14.85 -0.20 -1.33% |
The Maximum Drawdown profile for Mid Cap Value is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Use
Trending Equities to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. This reflects a position in Mid Cap Value. It is distributed across the allocation. The allocation approach determines the relative weighting of each position. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Mid Cap Value has current Maximum Drawdown of 3.36. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 3.36 | |
| MAX | = | Maximum notation for the range of returns on MID CAP |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Mid Cap Value is rated
below average in maximum drawdown among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.00 of Maximum Drawdown per Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare MID CAP to Peers
Other Technical Indicators