Articles tagged “Risk Metric”
2 articles.
- Standard deviation as a mutual fund risk metric
Standard deviation measures the dispersion of a mutual fund's periodic returns around its mean return. As the denominator of the Sharpe ratio, it is the most …
- 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 …