CREDIT SUISSE Maximum Drawdown
| CSQIX Fund | | | USD 8.18 0.01 0.12% |
The Maximum Drawdown calculation for CREDIT SUISSE draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Portfolio design and allocation context appear in
Trending Equities. Portfolio balance depends on how holdings are weighted relative to each other. Monitoring Credit Suisse Multialternative within a portfolio highlights how it interacts with other holdings. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Credit Suisse Multialternative's mutual fund valuation — related indicators include
signals in gross domestic product.
Credit Suisse Multialternative has current Maximum Drawdown of 3.32. 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) |
| = | 3.32 | |
| MAX | = | Maximum notation for the range of returns on CREDIT SUISSE |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Credit Suisse Multialternative 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 CREDIT SUISSE to Peers
Other Technical Indicators