VY(R) JPMORGAN Maximum Drawdown
| IJSIX Fund | | | USD 14.79 0.08 0.54% |
The Maximum Drawdown profile for Vy Jpmorgan Small is based on historical price and volume observations. Normalization methods and data feeds may affect reported values. For portfolio construction context, review
Risk vs Return Analysis. The dataset reflects available inputs without directional implication. Vy Jpmorgan Small can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Vy Jpmorgan Small's mutual fund valuation — related indicators include
signals in gross domestic product.
Vy Jpmorgan Small has current Maximum Drawdown of 5.42. 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) |
| = | 5.42 | |
| MAX | = | Maximum notation for the range of returns on VY(R) JPMORGAN |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vy Jpmorgan Small ranks first 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 VY(R) JPMORGAN to Peers
Other Technical Indicators