The maximum drawdown is the largest peak-to-trough decline of a strategy since the beginning of the dataset. It is a measure of the maximum downside that an investor might expect.
Expressed as a percentage, this metric gives the investor an indication of the maximum downside they could expect.
Strategy
Value
Technical
Quality
Dividend
Health
Persona
Maximum Drawdown
Definition
The maximum drawdown is the largest peak-to-trough decline of a strategy since the beginning of the dataset. It is a measure of the maximum downside that an investor might expect.
Expressed as a percentage, this metric gives the investor an indication of the maximum downside they could expect.
Strategy
Value
Technical
Quality
Dividend
Health
Persona