IShares MSCI Maximum Drawdown
| XMTM Etf | | | CAD 41.33 0.78 1.92% |
The Maximum Drawdown profile for iShares MSCI USA is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Use
Your Current Watchlist to better understand diversified portfolio construction. Position sizing and allocation together define the portfolio construction approach. Adding iShares MSCI USA to a portfolio enables side-by-side comparison with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence iShares MSCI USA's etf valuation — related indicators include
signals in inflation.
iShares MSCI USA has current Maximum Drawdown of 6.34. 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) |
| = | 6.34 | |
| MAX | = | Maximum notation for the range of returns on IShares MSCI |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
iShares MSCI USA lands at
#4 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 IShares MSCI to Peers
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