Catalyst/Aspect Enhanced Maximum Drawdown
| CASIX Fund | | | USD 10.26 -0.04 -0.39% |
This dataset for Catalystaspect Enhanced Multi Asset reflects inputs used in the Maximum Drawdown calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Diversification context is available through
Trending Equities. Allocation context can improve visibility into portfolio balance. A position in Catalystaspect Enhanced Multi Asset is indicated here. It is reflected in the overall portfolio structure. 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 gross domestic product.
Catalystaspect Enhanced Multi Asset has current Maximum Drawdown of 4.68. 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) |
| = | 4.68 | |
| MAX | = | Maximum notation for the range of returns on Catalyst/Aspect Enhanced |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Catalystaspect Enhanced Multi Asset ranks first 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 Catalyst/Aspect Enhanced to Peers
Other Technical Indicators