RBC Quant Maximum Drawdown
| RUDH Etf | | | CAD 27.44 0.09 0.33% |
The Maximum Drawdown indicator for RBC Quant is constructed from normalized market data. The depth of trading history affects the precision of the indicator.
Your Equity Center provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Portfolio tools allow users to monitor RBC Quant Dividend alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence RBC Quant Dividend's etf valuation — related indicators include
signals in inflation.
RBC Quant Dividend has current Maximum Drawdown of 5.38. 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) |
| = | 5.38 | |
| MAX | = | Maximum notation for the range of returns on RBC Quant |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
RBC Quant Dividend lands at
#5 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.
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