STRATEGIC ASSET Maximum Drawdown
| SCIPX Fund | | | USD 12.38 -0.03 -0.24% |
The Maximum Drawdown indicator for Strategic Asset Management is derived from observed market data. Some instruments may report limited inputs depending on trading history. Portfolio design and allocation context appear in
World Market Map. The information is presented without directional commentary. Strategic Asset Management can be evaluated within a portfolio framework for weight and risk impact. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Strategic Asset Management's mutual fund valuation — related indicators include
signals in employment.
Strategic Asset Management has current Maximum Drawdown of 7.34. 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) |
| = | 7.34 | |
| MAX | = | Maximum notation for the range of returns on STRATEGIC ASSET |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Strategic Asset Management is rated
fourth 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 STRATEGIC ASSET to Peers
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