CALVERT SMALL Maximum Drawdown
| CSCCX Fund | | | USD 20.49 -0.26 -1.25% |
The Maximum Drawdown signal for Calvert Small Cap reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges.
Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. A position in Calvert Small Cap appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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 discontinued.
Calvert Small Cap has current Maximum Drawdown of 4.28. 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) |
| = | 4.28 | |
| MAX | = | Maximum notation for the range of returns on CALVERT SMALL |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Calvert Small Cap 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 SMALL to Peers
Other Technical Indicators