CHARTWELL SMALL Maximum Drawdown
| CWSIX Fund | | | USD 13.10 -0.19 -1.43% |
The Maximum Drawdown indicator for CHARTWELL SMALL is constructed from normalized market data. The depth of trading history affects the precision of the indicator.
Trending Equities provides context for diversified portfolio design. This information is provided for contextual purposes. Tracking Chartwell Small Cap in a portfolio provides context for performance attribution. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Chartwell Small Cap's mutual fund valuation — related indicators include
signals in gross domestic product.
Chartwell Small Cap has current Maximum Drawdown of 29.76. 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) |
| = | 29.76 | |
| MAX | = | Maximum notation for the range of returns on CHARTWELL SMALL |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Chartwell Small Cap ranks first 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 CHARTWELL SMALL to Peers
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