AQR STYLE Maximum Drawdown
| QSPRX Fund | | | USD 9.68 -0.04 -0.41% |
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 AQR STYLE's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
AQR STYLE registers a Maximum Drawdown of 2.7, reflecting a contained peak-to-trough loss. AQR STYLE's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 2.7 | |
| MAX | = | Maximum notation for the range of returns on AQR STYLE |
Maximum Drawdown Peers Comparison
AQR STYLE falls below the 2.74 peer average for Maximum Drawdown. Aqr Style Premia leads at 2.76 while Aqr Style Premia registers the lowest at 2.72. AQR STYLE'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 Aqr Style 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.
AQR STYLE's Maximum Drawdown of
2.70 runs about
1.00 times its Maximum Drawdown of
2.70 . The two measures are closely aligned in magnitude for AQR STYLE.
Methodology, Assumptions & Data Sources
AQR STYLE has a current Maximum Drawdown reading of 2.7. AQR STYLE's Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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