Vanguard Windsor Maximum Drawdown
| VWNFX Fund | | | USD 46.74 0.24 0.52% |
The Maximum Drawdown reading for Vanguard Windsor Ii is computed from historical trading observations. Values reflect historical observations within the available dataset. Diversification context is available through
World Market Map. Diversification context helps frame allocation across holdings. Portfolio analysis tools can evaluate how Vanguard Windsor Ii fits within a broader allocation. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Vanguard Windsor Ii's mutual fund valuation — related indicators include
signals in price.
Vanguard Windsor Ii has current Maximum Drawdown of 3.3. 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) |
| = | 3.3 | |
| MAX | = | Maximum notation for the range of returns on Vanguard Windsor |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Vanguard Windsor Ii 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.
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