IShares Currency Maximum Drawdown
| HSCZ Etf | | | USD 39.60 0.70 1.80% |
This module presents the Maximum Drawdown indicator for iShares Currency Hedged using available market inputs. The indicator computation uses normalized market activity data.
Risk vs Return Analysis frames the approach to diversified portfolio design. The portfolio structure determines how individual positions contribute to the whole. Portfolio analysis tools can evaluate how iShares Currency Hedged fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence iShares Currency Hedged's etf valuation — related indicators include
signals in discontinued.
iShares Currency Hedged has current Maximum Drawdown of 4.01. 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) |
| = | 4.01 | |
| MAX | = | Maximum notation for the range of returns on IShares Currency |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
iShares Currency Hedged is rated
below average in maximum drawdown compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
1.00 of Maximum Drawdown per 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 Currency to Peers
Other Technical Indicators