SIIT SMALL Maximum Drawdown
| SECAX Fund | | | USD 11.49 0.26 2.32% |
The Maximum Drawdown profile for Siit Small Cap is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods.
World Market Map frames the approach to diversified portfolio design. Allocation structure reflects how positions are distributed across the portfolio. Monitoring Siit Small Cap within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence Siit Small Cap's mutual fund valuation — related indicators include
signals in nation.
Siit Small Cap has current Maximum Drawdown of 12.13. 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) |
| = | 12.13 | |
| MAX | = | Maximum notation for the range of returns on SIIT SMALL |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Siit Small Cap 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.
Compare SIIT SMALL to Peers
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