Mesirow Financial Maximum Drawdown
| MSVIX Fund | | | USD 4.84 0.09 1.89% |
The Maximum Drawdown indicator for Mesirow Financial Small is derived from observed market data. The dataset is based on observed market activity where data is available. Review
Correlation Analysis to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation shows a weighting toward Mesirow Financial Small. The weighting is visible within the allocation breakdown. 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.
Mesirow Financial Small has current Maximum Drawdown of 62.89. 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) |
| = | 62.89 | |
| MAX | = | Maximum notation for the range of returns on Mesirow Financial |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Mesirow Financial 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.
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