Max Drawdown (10y)
Worst peak-to-trough drop within the last ~10 years
Description
Max drawdown (10y) shows the largest decline within roughly the last 10 years.
For newer assets, 10-year data may be missing — in that case this metric isn’t shown and isn’t ranked.
Source
Calculation
- 1) H_t = max(Price_{t-10y..t})
- 2) DD_t = (Price_t / H_t) − 1
- 3) maxdd_10y = min(DD_t)
Interpretation
- Weniger negativ ist besser (näher an 0).
Ranking
Loading ranking …