Montage Gold Maximum Drawdown vs. Expected Short fall

MAUTF Stock  USD 1.54  0.04  2.67%   
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Montage Gold Corp has current Maximum Drawdown of 19.41. 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.

Maximum Drawdown

=

MAX(HIGH - LOW)

 = 
19.41
MAX = Maximum notation for the range of returns on Montage Gold

Montage Gold Maximum Drawdown Peers Comparison

Montage 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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