VANGUARD SHORT-TERM Maximum Drawdown
| VFSUX Fund | | | USD 10.40 -0.03 -0.29% |
Technical inputs supporting the Maximum Drawdown indicator for Vanguard Short Term Investment Grade are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments.
World Market Map frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in Vanguard Short Term Investment Grade. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. This summary reflects available observations without forecasting intent. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Vanguard Short Term Investment Grade has current Maximum Drawdown of 0.9551. 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) |
| = | 0.9551 | |
| MAX | = | Maximum notation for the range of returns on VANGUARD SHORT-TERM |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vanguard Short Term Investment Grade is rated
below average 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 VANGUARD SHORT-TERM to Peers
Other Technical Indicators