Invesco Short Maximum Drawdown
| STMUX Fund | | | USD 3.73 -0.01 -0.27% |
Observed values used to calculate the Maximum Drawdown technical indicator for Invesco Short Term. Some instruments may provide partial coverage depending on trading history.
Invesco Short Term has current Maximum Drawdown of 0.5391. 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) |
| = | 0.5391 | |
| MAX | = | Maximum notation for the range of returns on Invesco Short |
Invesco Short Maximum Drawdown Peers Comparison
Invesco Maximum Drawdown Relative To Other Indicators
Invesco Short Term 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.