HARBOR CAPITAL Maximum Drawdown
| HACAX Fund | | | USD 104.12 -2.13 -2.00% |
Observed values used in the Maximum Drawdown indicator for Harbor Capital Appreciation are included in this dataset. The information is based on observed market data across timeframes.
Risk vs Return Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. This reflects a position in Harbor Capital Appreciation. It is distributed across the allocation. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.
Harbor Capital Appreciation has current Maximum Drawdown of 4.38. 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) |
| = | 4.38 | |
| MAX | = | Maximum notation for the range of returns on HARBOR CAPITAL |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Harbor Capital Appreciation is rated
second 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 HARBOR CAPITAL to Peers
Other Technical Indicators