JPMORGAN STRATEGIC Maximum Drawdown
| JSORX Fund | | | USD 11.44 -0.01 -0.09% |
Technical inputs supporting the Maximum Drawdown indicator for JPMorgan Strategic Income are shown here. Cross-instrument Maximum Drawdown comparisons are available via
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Risk vs Return Analysis to understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how JPMorgan Strategic Income fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence JPMorgan Strategic Income's mutual fund valuation — related indicators include
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JPMorgan Strategic Income has current Maximum Drawdown of 0.1755. 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) |
| = | 0.1755 | |
| MAX | = | Maximum notation for the range of returns on JPMORGAN STRATEGIC |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
JPMorgan Strategic Income is rated
below average 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.
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