T ROWE Maximum Drawdown
| PRFDX Fund | | | USD 38.81 0.13 0.34% |
This dataset for T Rowe Price reflects inputs used in the Maximum Drawdown calculation. All values reflect available price and volume data across reporting intervals. Diversification context is available through
Your Equity Center. Diversification context is built from the relationships between portfolio holdings. T Rowe Price can be added to a watchlist or portfolio for position tracking. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in unemployment.
T Rowe Price has current Maximum Drawdown of 3.22. 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) |
| = | 3.22 | |
| MAX | = | Maximum notation for the range of returns on T ROWE |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
T Rowe Price 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.
Compare T ROWE to Peers
Other Technical Indicators