BMO SAMPP Maximum Drawdown
| ZSP Etf | | | CAD 99.84 0.89 0.90% |
The Maximum Drawdown indicator for BMO SAMPP 500 is derived from observed market data. The calculation draws on time-series market data across available periods. Use
Your Current Watchlist to explore diversified allocation structure. Understanding allocation structure supports portfolio context. BMO SAMPP 500 can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence BMO SAMPP 500's etf valuation — related indicators include
signals in inflation.
BMO SAMPP 500 has current Maximum Drawdown of 3.55. 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) |
| = | 3.55 | |
| MAX | = | Maximum notation for the range of returns on BMO SAMPP |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
BMO SAMPP 500 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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