Vanguard SAMPP Maximum Drawdown
| VFV Etf | | | CAD 160.43 -0.25 -0.16% |
The Maximum Drawdown indicator for Vanguard SAMPP 500 is derived from observed market data. The dataset is based on observed market activity where data is available. Use
World Market Map to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio tools allow users to monitor Vanguard SAMPP 500 alongside other positions. All values are presented as reference data. Broader economic conditions can influence Vanguard SAMPP 500's etf valuation — related indicators include
signals in inflation.
Vanguard SAMPP 500 has current Maximum Drawdown of 3.45. 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) |
| = | 3.45 | |
| MAX | = | Maximum notation for the range of returns on Vanguard SAMPP |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vanguard SAMPP 500 is rated
below average in maximum drawdown against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
1.00 in Maximum Drawdown for each unit of 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.
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