Invesco Van Maximum Drawdown vs. Kurtosis

VBF Etf  USD 15.59  0.01  0.06%   
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Invesco Van Kampen has current Maximum Drawdown of 2.89. 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)

 = 
2.89
MAX = Maximum notation for the range of returns on Invesco Van

Invesco Van Maximum Drawdown Peers Comparison

3.582.893.643.584.16-19%26%-2%16%100%

Invesco Maximum Drawdown Relative To Other Indicators

Invesco Van Kampen is rated below average in maximum drawdown as compared to similar ETFs. It is currently under evaluation in kurtosis as compared to similar ETFs making up about  1.03  of Kurtosis per Maximum Drawdown. The ratio of Kurtosis to Maximum Drawdown for Invesco Van Kampen is roughly  1.03 
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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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