UTILITIES PORTFOLIO Maximum Drawdown
| FSUTX Fund | | | USD 139.23 1.31 0.95% |
This dataset for Utilities Portfolio Utilities reflects inputs used in the Maximum Drawdown calculation. This dataset is part of a broader indicator framework including
Equity Screeners. Diversification context is available through
Investing Opportunities. Diversification context helps frame allocation across holdings. Utilities Portfolio Utilities can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Utilities Portfolio Utilities's mutual fund valuation — related indicators include
signals in population.
Utilities Portfolio Utilities has current Maximum Drawdown of 7.6. 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) |
| = | 7.6 | |
| MAX | = | Maximum notation for the range of returns on UTILITIES PORTFOLIO |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Utilities Portfolio Utilities 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 UTILITIES PORTFOLIO to Peers
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