DEUTSCHE STRATEGIC Maximum Drawdown
| NOTIX Fund | | | USD 10.50 -0.03 -0.28% |
The Maximum Drawdown technical lookup provides context for Deutsche Strategic High and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Correlation Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Deutsche Strategic High within the portfolio mix. 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.
Deutsche Strategic High has current Maximum Drawdown of 1.04. 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) |
| = | 1.04 | |
| MAX | = | Maximum notation for the range of returns on DEUTSCHE STRATEGIC |
DEUTSCHE STRATEGIC Maximum Drawdown Peers Comparison
DEUTSCHE Maximum Drawdown Relative To Other Indicators
Deutsche Strategic High 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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