MASSMUTUAL PREMIER Maximum Drawdown
| MPSAX Fund | | | USD 9.14 -0.03 -0.33% |
This module presents the Maximum Drawdown indicator for Massmutual Premier Inflation Protected using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. Use
Correlation Analysis to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Tracking Massmutual Premier Inflation Protected in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Massmutual Premier Inflation Protected's mutual fund valuation — related indicators include
signals in nation.
Massmutual Premier Inflation Protected has current Maximum Drawdown of 1.19. 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) |
| = | 1.19 | |
| MAX | = | Maximum notation for the range of returns on MASSMUTUAL PREMIER |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Massmutual Premier Inflation Protected is rated
third 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 MASSMUTUAL PREMIER to Peers
Other Technical Indicators