IShares Financial Maximum Drawdown
| IYG ETF | | | USD 86.47 -0.26 -0.30% |
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 Financial's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The Maximum Drawdown of 5.93 for IShares Financial indicates a contained peak-to-trough loss. IShares Financial's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 5.93 | |
| MAX | = | Maximum notation for the range of returns on IShares Financial |
Maximum Drawdown Peers Comparison
Among sector peers, IShares Financial's Maximum Drawdown of 5.93 is above the 5.81 group average. The range runs from 3.68 (iShares Russell Top) to 9.1 (iShares MSCI Mexico). IShares Financial'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 Financial 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 Financial records a Maximum Drawdown of
5.93 and a Maximum Drawdown of
5.93 , yielding roughly
1.00 units of Maximum Drawdown per Maximum Drawdown. The two measures are closely aligned in magnitude for IShares Financial.
Methodology, Assumptions & Data Sources
IShares Financial's Maximum Drawdown currently stands at 5.93. The Maximum Drawdown for IShares Financial is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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