SPDR MSCI Maximum Drawdown
| WCOS ETF | | | USD 53.08 0.35 0.66% |
This dataset for SPDR MSCI World reflects inputs used in the Maximum Drawdown calculation. All values reflect available price and volume data across reporting intervals. Use
Your Current Watchlist to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. SPDR MSCI World can be evaluated within a portfolio framework for weight and risk impact. The information is presented without directional commentary. Broader economic conditions can influence SPDR MSCI World's ETF valuation — related indicators include
signals in state.
SPDR MSCI World has current Maximum Drawdown of 5.11. 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) |
| = | 5.11 | |
| MAX | = | Maximum notation for the range of returns on SPDR MSCI |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
SPDR MSCI World 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 SPDR MSCI to Peers
Other Technical Indicators