![]() Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.ĮTF returns include dividend payments (if applicable). For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. This section compares the dividend yield of this ETF to its. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. converted to a one year period) past return divided by the past annualised volatility.
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