Calamos Strategic Maximum Drawdown
| CSQ Fund | | | USD 17.59 0.05 0.29% |
Observed values used in the Maximum Drawdown indicator for Calamos Strategic Total are included in this dataset. Comparable indicator datasets are structured within
Equity Screeners. Calamos Strategic has a market cap of 1.4 B, operating margin of 37.72%, current ratio of 11.76. See
Trending Equities for additional portfolio context. Calamos Strategic Total can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Calamos Strategic Total's fund valuation — related indicators include
signals in main economic indicators.
Calamos Strategic Total has current Maximum Drawdown of 4.41. 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) |
| = | 4.41 | |
| MAX | = | Maximum notation for the range of returns on Calamos Strategic |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Calamos Strategic Total is ranked
fifth for maximum drawdown across the fund category. It is currently under evaluation for maximum drawdown across the fund category with Maximum Drawdown measuring nearly
1.00 against 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 Calamos Strategic to Peers
Other Technical Indicators