SMALL COMPANY Maximum Drawdown
| FOSCX Fund | | | USD 29.00 0.32 1.12% |
The Maximum Drawdown indicator for Small Pany Fund is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners.
Investing Opportunities provides context for diversified portfolio design. Portfolio balance depends on how holdings are weighted relative to each other. Small Pany Fund can be added to a watchlist or portfolio for position tracking. The information is presented without directional commentary. Broader economic conditions can influence Small Pany Fund's mutual fund valuation — related indicators include
signals in discontinued.
Small Pany Fund has current Maximum Drawdown of 5.3. 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) |
| = | 5.3 | |
| MAX | = | Maximum notation for the range of returns on SMALL COMPANY |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Small Pany Fund is rated
third 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 SMALL COMPANY to Peers
Other Technical Indicators