Mfs Research Maximum Drawdown
| MRSAX Fund | | | USD 26.89 -0.13 -0.48% |
Mfs Research maximum drawdown lookup summarizes this and related technical indicators for Mfs Research International. Coverage varies by data normalization and availability; see
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Mfs Research International has current Maximum Drawdown of 5.4. 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) |
| = | 5.4 | |
| MAX | = | Maximum notation for the range of returns on Mfs Research |
Mfs Research Maximum Drawdown Peers Comparison
Mfs Maximum Drawdown Relative To Other Indicators
Mfs Research International maintains a
fifth 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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