Max Drawdown (365d)
Worst peak-to-trough drop within the last 12 months
Description
Max drawdown (365d) shows the worst drop within the last year: from a local peak to the subsequent low.
It reflects how far the price fell even if it has recovered since then.
As with all drawdowns: the value is usually negative. Less negative means the worst pullback was smaller.
Source
Calculation
- 1) H_t = max(Price_{t-365..t})
- 2) DD_t = (Price_t / H_t) − 1
- 3) maxdd_365d = min(DD_t) within the last 365 days
- Example: −0.20 means the largest peak-to-trough drop within the last 12 months was 20%.
Interpretation
- Weniger negativ ist besser (näher an 0).
Ranking
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