COHEN STEERS Maximum Drawdown
| IRFAX Fund | | | USD 9.58 0.21 2.24% |
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 COHEN STEERS's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
At 5.46, COHEN STEERS exhibits a contained peak-to-trough loss in Maximum Drawdown. COHEN STEERS's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 5.46 | |
| MAX | = | Maximum notation for the range of returns on COHEN STEERS |
Maximum Drawdown Peers Comparison
Among sector peers, COHEN STEERS's Maximum Drawdown of 5.46 is above the 5.41 group average. The range runs from 3.72 (Hennessy Nerstone Growth) to 6.51 (Harding Loevner Institutional). COHEN STEERS's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Cohen Steers 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.
COHEN STEERS's Maximum Drawdown of
5.46 runs about
1.00 times its Maximum Drawdown of
5.46 . The two measures are closely aligned in magnitude for COHEN STEERS.
Methodology, Assumptions & Data Sources
COHEN STEERS has a current Maximum Drawdown reading of 5.46. This Maximum Drawdown reading for COHEN STEERS results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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