Invesco SAMPPTSX Maximum Drawdown
| ICAE ETF | | | 27.62 -0.28 -1.00% |
Observed values used in the Maximum Drawdown indicator for Invesco SAMPPTSX Canadian are included in this dataset. For broader technical screening across instruments, see
Equity Screeners.
Risk vs Return Analysis provides a view into diversified allocation design. All metrics are derived from available inputs and shown for reference. Invesco SAMPPTSX Canadian can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Invesco SAMPPTSX Canadian's ETF valuation — related indicators include
signals in state.
Invesco SAMPPTSX Canadian has current Maximum Drawdown of 6.55. 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) |
| = | 6.55 | |
| MAX | = | Maximum notation for the range of returns on Invesco SAMPPTSX |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Invesco SAMPPTSX Canadian lands at
#2 in maximum drawdown against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
1.00 in Maximum Drawdown for each unit of 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 Invesco SAMPPTSX to Peers
Other Technical Indicators