IShares Currency Maximum Drawdown
| HEEM ETF | | | USD 43.28 0.76 1.79% |
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 Currency's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
IShares Currency carries a Maximum Drawdown of 7.24, consistent with a contained peak-to-trough loss. IShares Currency's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 7.24 | |
| MAX | = | Maximum notation for the range of returns on IShares Currency |
Maximum Drawdown Peers Comparison
The peer group averages 6.06 for Maximum Drawdown, with IShares Currency at 7.24 falling above that level. Readings span 1.68 (iShares Intl High) to 10.83 (iShares MSCI Peru). IShares Currency'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 Currency 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 Currency shows nearly
1.00 of Maximum Drawdown per unit of Maximum Drawdown (
7.24 versus
7.24 ). The two measures are closely aligned in magnitude for IShares Currency.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for IShares Currency is 7.24. This Maximum Drawdown reading for IShares Currency results from applying the indicator's calculation rules to price and volume data over the selected window. 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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