AB Disruptors Maximum Drawdown
| FWD Etf | | | 112.69 0.46 0.41% |
Reference data associated with the Maximum Drawdown technical indicator for AB Disruptors ETF. Some instruments may provide partial coverage depending on trading history.
AB Disruptors ETF has current Maximum Drawdown of 7.82. 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) |
| = | 7.82 | |
| MAX | = | Maximum notation for the range of returns on AB Disruptors |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
AB Disruptors ETF leads all etfs for maximum drawdown among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs with a Maximum Drawdown-to-Maximum Drawdown ratio near
1.00 .
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 AB Disruptors to Peers
Other Technical Indicators