Alphacentric Income Maximum Drawdown
| IOFIX Fund | | | USD 7.24 -0.04 -0.55% |
The Maximum Drawdown indicator for Alphacentric Income Opportunities is derived from observed market data. For broader technical screening across instruments, see
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. A position in Alphacentric Income Opportunities is indicated here. It is reflected in the overall portfolio structure. 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 gross domestic product.
Alphacentric Income Opportunities has current Maximum Drawdown of 1.1. 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) |
| = | 1.1 | |
| MAX | = | Maximum notation for the range of returns on Alphacentric Income |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Alphacentric Income Opportunities 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 Alphacentric Income to Peers
Other Technical Indicators