HEARTLAND VALUE Maximum Drawdown
| HRVIX Fund | | | USD 42.15 0.39 0.93% |
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 HEARTLAND VALUE's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
HEARTLAND VALUE's Maximum Drawdown of 5.26 reflects a contained peak-to-trough loss. HEARTLAND VALUE's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 5.26 | |
| MAX | = | Maximum notation for the range of returns on HEARTLAND VALUE |
Maximum Drawdown Peers Comparison
HEARTLAND VALUE's Maximum Drawdown of 5.26 falls below the 6.39 peer average. Values range from 3.83 (Calamos LongShort Equity) to 8.58 (Martin Currie Emerging), with moderate dispersion across the group. HEARTLAND VALUE'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 Heartland Value 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.
HEARTLAND VALUE's Maximum Drawdown of
5.26 runs about
1.00 times its Maximum Drawdown of
5.26 . The two measures are closely aligned in magnitude for HEARTLAND VALUE.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for HEARTLAND VALUE is 5.26. Maximum Drawdown for HEARTLAND VALUE is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. HEARTLAND VALUE operates in the small value sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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