IShares SAMPPTSX Maximum Drawdown
| XUT Etf | | | CAD 34.07 -0.74 -2.13% |
The Maximum Drawdown indicator for IShares SAMPPTSX is constructed from normalized market data. Values reflect historical observations within the available dataset. Review
Your Current Watchlist to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation shows a weighting toward iShares SAMPPTSX Capped. The position is captured in the allocation summary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares SAMPPTSX Capped has current Maximum Drawdown of 4.15. 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) |
| = | 4.15 | |
| MAX | = | Maximum notation for the range of returns on IShares SAMPPTSX |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
iShares SAMPPTSX Capped is rated
below average 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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