IShares Edge Maximum Drawdown
| MVSH ETF | | | CHF 7.16 -0.03 -0.42% |
The Maximum Drawdown calculation for IShares Edge draws on price and volume history. Related screening structures are referenced through
Equity Screeners.
Correlation Analysis provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Monitoring iShares Edge MSCI within a portfolio highlights how it interacts with other holdings. All figures are based on reported data and are informational in nature. Broader economic conditions can influence iShares Edge MSCI's ETF valuation — related indicators include
signals in state.
iShares Edge MSCI has current Maximum Drawdown of 2.2. 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) |
| = | 2.2 | |
| MAX | = | Maximum notation for the range of returns on IShares Edge |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
iShares Edge MSCI 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 Edge to Peers
Other Technical Indicators