Alpha Architect Maximum Drawdown
| GDMA ETF | | | USD 42.15 0.01 0.02% |
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. Below is Alpha Architect's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
At 4.52, Alpha Architect's Maximum Drawdown indicates a contained peak-to-trough loss. Alpha Architect's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 4.52 | |
| MAX | = | Maximum notation for the range of returns on Alpha Architect |
Maximum Drawdown Peers Comparison
Alpha Architect's Maximum Drawdown of 4.52 falls below the 5.15 peer average. Values range from 2.9 (AB Low Volatility) to 6.96 (The RBB Fund), with moderate dispersion across the group. Alpha Architect's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Alpha Architect and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Alpha Architect's Maximum Drawdown of
4.52 runs about
1.00 times its Maximum Drawdown of
4.52 . The two measures are closely aligned in magnitude for Alpha Architect.
Methodology, Assumptions & Data Sources
Alpha Architect has a current Maximum Drawdown reading of 4.52. Maximum Drawdown for Alpha Architect is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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