IShares High Maximum Drawdown
This module presents the Maximum Drawdown indicator for iShares High Yield using available market inputs. The underlying data comes from exchange-reported trading records.
Investing Opportunities provides context for diversified portfolio design. Diversification analysis considers the interaction of positions within a portfolio. Adding iShares High Yield to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence iShares High Yield's etf valuation — related indicators include
signals in inflation.
iShares High Yield has current Maximum Drawdown of 2.21. 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) |
| = | 2.21 | |
| MAX | = | Maximum notation for the range of returns on IShares High |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
iShares High Yield is rated
below average for maximum drawdown relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
1.00 ratio of Maximum Drawdown to Maximum Drawdown.
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.
Compare IShares High to Peers
Other Technical Indicators