BlackRock Maximum Drawdown
| BSPIX Fund | | | USD 770.15 -2.08 -0.27% |
Observed values used to calculate the Maximum Drawdown technical indicator for BlackRock Sampp 500. Indicator values reflect available price and volume data where applicable.
BlackRock Sampp 500 has current Maximum Drawdown of 3.53. 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) |
| = | 3.53 | |
| MAX | = | Maximum notation for the range of returns on BlackRock |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
BlackRock Sampp 500 is rated
second 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.
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