CBOE VEST Maximum Drawdown
| ENGIX Fund | | | USD 8.41 0.04 0.48% |
The Maximum Drawdown indicator for Cboe Vest Sampp is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Investing Opportunities provides a view into diversified allocation design. The dataset reflects available inputs without directional implication. Including Cboe Vest Sampp in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Cboe Vest Sampp's mutual fund valuation — related indicators include
signals in gross domestic product.
Cboe Vest Sampp has current Maximum Drawdown of 1.53. 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) |
| = | 1.53 | |
| MAX | = | Maximum notation for the range of returns on CBOE VEST |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Cboe Vest Sampp 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 CBOE VEST to Peers
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