Different way to measure drawdown?
Author: hasenhas
Creation Date: 5/14/2019 10:08 AM
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hasenhas

#1

5/14/2019 10:08 AM

Beside Max. DD and DD Duration in Days there are more ways to measure up drawdowns.

Is there a key figure for mean DD, Drawdown Times (i.E. DD Time 5% or 10%...)

Thanks
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Eugene

#2

5/14/2019 10:23 AM

Sure there are more ways. The Drawdown+ visualizer has a choice of drawdown based on the unrealized (traditional) or closed equity with a moving average of the DD. There's also a Largest Average Drawdown figure.

The Performance+ tab indicates "Longest drawdown duration" and "Average drawdown".
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Eugene

#3

6/20/2019 6:06 AM

An interesting read for beginners: What is drawdown?
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