Calvert Global Maximum Drawdown
| CGLAX Fund | | | 16.55 -0.27 -1.61% |
The Maximum Drawdown signal for Calvert Global Equity reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis.
Trending Equities provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. This includes a position in Calvert Global Equity. The allocation reflects this within the position set. 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.
Calvert Global Equity has current Maximum Drawdown of 12.02. 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) |
| = | 12.02 | |
| MAX | = | Maximum notation for the range of returns on Calvert Global |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Calvert Global Equity 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 Calvert Global to Peers
Other Technical Indicators