Touchstone ETF Maximum Drawdown vs. Semi Variance

DVND Etf  USD 32.45  0.07  0.22%   
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Touchstone ETF Trust has current Maximum Drawdown of 2.7. 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

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MAX(HIGH - LOW)

 = 
2.7
MAX = Maximum notation for the range of returns on Touchstone ETF

Touchstone ETF Maximum Drawdown Peers Comparison

Touchstone Maximum Drawdown Relative To Other Indicators

Touchstone ETF Trust is rated below average in maximum drawdown as compared to similar ETFs. It is currently under evaluation in semi variance as compared to similar ETFs fabricating about  0.07  of Semi Variance per Maximum Drawdown. The ratio of Maximum Drawdown to Semi Variance for Touchstone ETF Trust is roughly  15.09 
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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