Suggestion: maximum drawdown

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theodorb
Posts: 3
Joined: Sun Aug 29, 2010 12:39 am

any update on this?

Post by theodorb »

I agree with Peaceful-B. Should have some sort of reward/risk calculation. A strategy with high returns is no good in practice if it also has large drawdowns, very few investors can stick with it...

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jeffvan1
Posts: 491
Joined: Tue Feb 12, 2008 5:04 pm

Post by jeffvan1 »

McLovin... Where the heck ya been dude????? WElcome back. And I agree...BORING!!!!

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flight23
Posts: 1342
Joined: Mon Jul 26, 2010 10:47 am

Post by flight23 »

Im pretty sure JeffVan1 would be atop the 'best return with lowest relative MDD' list :)

That is, until I get it together and pass him.

'The IVY portfolio' which I have mentioned previously is a great read and talks a bit about draw downs as well for anyone interested. It is available in ebook.
@GlobalCollapse on Twitter
http://twitter.com/#!/GlobalCollapse

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Fund Prices2024-04-19

FundPriceDayYTD
G $18.19 0.01% 1.28%
F $18.64 0.13% -3.02%
C $77.77 -0.87% 4.58%
S $76.07 -0.06% -1.33%
I $40.54 -0.32% 0.89%
L2065 $15.49 -0.56% 2.46%
L2060 $15.49 -0.56% 2.46%
L2055 $15.49 -0.56% 2.46%
L2050 $31.21 -0.46% 1.97%
L2045 $14.26 -0.43% 1.91%
L2040 $52.17 -0.40% 1.88%
L2035 $13.80 -0.37% 1.83%
L2030 $46.05 -0.33% 1.81%
L2025 $12.91 -0.17% 1.55%
Linc $25.25 -0.13% 1.38%

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