NYLI CBRE Maximum Drawdown
| IQRA ETF | | | 30.45 -0.37 -1.20% |
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 NYLI CBRE's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
At 4.55, NYLI CBRE's Maximum Drawdown indicates a contained peak-to-trough loss. NYLI CBRE's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 4.55 | |
| MAX | = | Maximum notation for the range of returns on NYLI CBRE |
Maximum Drawdown Peers Comparison
NYLI CBRE's Maximum Drawdown of 4.55 falls below the 4.94 peer average. Values range from 2.95 (Tidal ETF Trust) to 7.57 (Matthews International Funds), with moderate dispersion across the group. NYLI CBRE'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 NYLI CBRE 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.
NYLI CBRE's Maximum Drawdown of
4.55 runs about
1.00 times its Maximum Drawdown of
4.55 . The two measures are closely aligned in magnitude for NYLI CBRE.
Methodology, Assumptions & Data Sources
NYLI CBRE has a current Maximum Drawdown reading of 4.55. NYLI CBRE's Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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