FEDERATED GLOBAL Maximum Drawdown
| FSBKX Fund | | | USD 21.64 -0.04 -0.18% |
The Maximum Drawdown calculation for FEDERATED GLOBAL draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Use
Investing Opportunities to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. This includes a position in Federated Global Allocation. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. Reported data is organized for reference and does not imply a course of action. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in industry.
Federated Global Allocation has current Maximum Drawdown of 3.22. 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) |
| = | 3.22 | |
| MAX | = | Maximum notation for the range of returns on FEDERATED GLOBAL |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Federated Global Allocation 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 FEDERATED GLOBAL to Peers
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