SCHWAB MARKETTRACK Maximum Drawdown
| SWEGX Fund | | | USD 26.04 -0.16 -0.61% |
The Maximum Drawdown indicator for SCHWAB MARKETTRACK is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. Review
World Market Map to understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Tracking Schwab Markettrack All in a portfolio provides context for performance attribution. This view summarizes available data without implying outcomes. Broader economic conditions can influence Schwab Markettrack All's mutual fund valuation — related indicators include
signals in census.
Schwab Markettrack All has current Maximum Drawdown of 5.55. 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) |
| = | 5.55 | |
| MAX | = | Maximum notation for the range of returns on SCHWAB MARKETTRACK |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Schwab Markettrack All is rated
third 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 SCHWAB MARKETTRACK to Peers
Other Technical Indicators