Templeton Global Maximum Drawdown vs. Potential Upside

TEPB Fund  EUR 28.68  0.49  1.68%   
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Templeton Global AD has current Maximum Drawdown of 3.83. 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)

 = 
3.83
MAX = Maximum notation for the range of returns on Templeton Global

Templeton Global Maximum Drawdown Peers Comparison

Templeton Maximum Drawdown Relative To Other Indicators

Templeton Global AD is rated below average in maximum drawdown among similar funds. It is rated fourth largest fund in potential upside among similar funds reporting about  0.35  of Potential Upside per Maximum Drawdown. The ratio of Maximum Drawdown to Potential Upside for Templeton Global AD is roughly  2.88 
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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