Blackrock Muniholdings Maximum Drawdown vs. Expected Short fall

MUE Fund  USD 10.38  0.04  0.39%   
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Blackrock Muniholdings Quality has current Maximum Drawdown of 2.46. 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)

 = 
2.46
MAX = Maximum notation for the range of returns on Blackrock Muniholdings

Blackrock Muniholdings Maximum Drawdown Peers Comparison

Blackrock Maximum Drawdown Relative To Other Indicators

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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