IShares MSCI Maximum Drawdown
| EPU ETF | | | USD 83.78 0.45 0.54% |
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. Below is IShares MSCI's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
With Maximum Drawdown at 10.83, IShares MSCI shows a moderate peak-to-trough loss. This places IShares MSCI's drawdown exposure within the typical range for ETF.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 10.83 | |
| MAX | = | Maximum notation for the range of returns on IShares MSCI |
Maximum Drawdown Peers Comparison
IShares MSCI falls above the 5.78 peer average for Maximum Drawdown. iShares MSCI Brazil leads at 10.17 while iShares Intl High registers the lowest at 1.66. IShares MSCI's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Maximum Drawdown (
10.83 ) to Maximum Drawdown (
10.83 ) for IShares MSCI yields a
1.00 multiple. The two measures are closely aligned in magnitude for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for IShares MSCI is 10.83. The Maximum Drawdown for IShares MSCI applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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