VANGUARD TARGET Maximum Drawdown
| VTWNX Fund | | | USD 27.43 -0.03 -0.11% |
The Maximum Drawdown profile for Vanguard Target Retirement is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. The portfolio reflects a holding in Vanguard Target Retirement. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. All values are presented as reference data. 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 inflation.
Vanguard Target Retirement has current Maximum Drawdown of 1.55. 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) |
| = | 1.55 | |
| MAX | = | Maximum notation for the range of returns on VANGUARD TARGET |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vanguard Target Retirement 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 TARGET to Peers
Other Technical Indicators