IShares Intl Maximum Drawdown
| GHYG ETF | | | USD 45.84 0.04 0.09% |
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 Intl's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The Maximum Drawdown of 1.67 for IShares Intl indicates a contained peak-to-trough loss. IShares Intl's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 1.67 | |
| MAX | = | Maximum notation for the range of returns on IShares Intl |
Maximum Drawdown Peers Comparison
Among sector peers, IShares Intl's Maximum Drawdown of 1.67 is below the 6.69 group average. The range runs from 1.31 (Northern Lights) to 10.83 (iShares MSCI Peru). IShares Intl's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for IShares Intl 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.
IShares Intl records a Maximum Drawdown of
1.67 and a Maximum Drawdown of
1.67 , yielding roughly
1.00 units of Maximum Drawdown per Maximum Drawdown. The two measures are closely aligned in magnitude for IShares Intl.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for IShares Intl is 1.67. The Maximum Drawdown for IShares Intl applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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