FlexShares Quality Maximum Drawdown
| QDF Etf | | | USD 79.26 0.92 1.17% |
The Maximum Drawdown indicator for FlexShares Quality Dividend is derived from observed market data. The calculation draws on time-series market data across available periods. Review
Your Equity Center to understand diversified portfolio construction. Diversified allocation aims to distribute exposure across multiple positions. A position in FlexShares Quality Dividend appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
FlexShares Quality Dividend has current Maximum Drawdown of 4.19. 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) |
| = | 4.19 | |
| MAX | = | Maximum notation for the range of returns on FlexShares Quality |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
FlexShares Quality Dividend is rated
below average in maximum drawdown relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
1.00 Maximum Drawdown per 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 FlexShares Quality to Peers
Other Technical Indicators