IShares Consumer Maximum Drawdown
| IYK ETF | | | USD 70.64 -0.06 -0.08% |
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 Consumer's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
IShares Consumer carries a Maximum Drawdown of 4.18, consistent with a contained peak-to-trough loss. IShares Consumer's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 4.18 | |
| MAX | = | Maximum notation for the range of returns on IShares Consumer |
Maximum Drawdown Peers Comparison
The peer group averages 4.8 for Maximum Drawdown, with IShares Consumer at 4.18 falling below that level. Readings span 2.86 (iShares Morningstar Value) to 6.68 (iShares Energy ETF). IShares Consumer'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 Consumer 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.
The Maximum Drawdown-to-Maximum Drawdown ratio for IShares Consumer sits near
1.00 , with Maximum Drawdown at
4.18 and Maximum Drawdown at
4.18 . The two measures are closely aligned in magnitude for IShares Consumer.
Methodology, Assumptions & Data Sources
IShares Consumer has a current Maximum Drawdown reading of 4.18. IShares Consumer'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. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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