CALVERT US Maximum Drawdown
| CSXCX Fund | | | USD 48.71 -0.67 -1.36% |
Reference data associated with the Maximum Drawdown technical indicator for Calvert Large Cap. Some instruments may provide partial coverage depending on trading history.
Calvert Large Cap has current Maximum Drawdown of 3.89. 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) |
| = | 3.89 | |
| MAX | = | Maximum notation for the range of returns on CALVERT US |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Calvert Large 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.
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