PGIM Securitized Maximum Drawdown
| SCFVX Fund | | | USD 9.75 -0.01 -0.10% |
Technical inputs supporting the Maximum Drawdown indicator for PGIM Securitized Credit are shown here. The information is based on observed market data across timeframes. Use
World Market Map to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Tracking PGIM Securitized Credit in a portfolio provides context for performance attribution. The dataset reflects available inputs without directional implication. Broader economic conditions can influence PGIM Securitized Credit's mutual fund valuation — related indicators include
signals in private.
PGIM Securitized Credit has current Maximum Drawdown of 0.5161. 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) |
| = | 0.5161 | |
| MAX | = | Maximum notation for the range of returns on PGIM Securitized |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
PGIM Securitized Credit is rated
fifth 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 PGIM Securitized to Peers
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