Articles tagged “Bear Market”
2 articles.
- Maximum drawdown in mutual funds
Maximum drawdown (MDD) is the largest peak-to-trough decline in a mutual fund's NAV during a specified period. It measures the worst-case loss an investor could …
- Downside capture ratio in mutual funds
The downside capture ratio measures what percentage of benchmark losses a mutual fund captures when the benchmark delivers a negative return. A ratio below 100 …