JP Morgan Maximum Drawdown vs. Expected Short fall

JPM -  USA Stock  

USD 150.64  0.29  0.19%

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JP Morgan Chase has current Maximum Drawdown of 6.45. 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) 
 = 
6.45
MAX = Maximum notation for the range of returns on JP Morgan

JP Morgan Maximum Drawdown Peers Comparison

JP Morgan Maximum Drawdown Relative To Other Indicators

JP Morgan Chase is rated third overall in maximum drawdown category among related companies. It is currently under evaluation in expected short fall category among related companies .
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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