BMO MSCI Maximum Drawdown
| ZEM Etf | | | CAD 27.58 -0.85 -2.99% |
Historical market data for BMO MSCI Emerging forms the basis of the Maximum Drawdown indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Maximum Drawdown comparisons are available via
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Your Current Watchlist frames the approach to diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The portfolio structure determines how individual positions contribute to the whole. Reported data is organized for reference and is not a recommendation. This includes a position in BMO MSCI Emerging. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. The dataset reflects available inputs without directional implication. 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.
BMO MSCI Emerging has current Maximum Drawdown of 7.86. 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) |
| = | 7.86 | |
| MAX | = | Maximum notation for the range of returns on BMO MSCI |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
BMO MSCI Emerging takes the leading position 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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