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 Prices2022-08-05

FundPriceDayYTD
G $16.98 0.01% 1.45%
F $19.05 -1.07% -8.80%
C $63.14 -0.15% -12.24%
S $67.93 0.74% -18.59%
I $33.31 -0.76% -15.55%
L2065 $12.78 -0.24% -14.10%
L2060 $12.78 -0.24% -14.10%
L2055 $12.79 -0.24% -14.09%
L2050 $26.41 -0.27% -12.04%
L2045 $12.13 -0.27% -11.26%
L2040 $44.61 -0.25% -10.41%
L2035 $11.88 -0.24% -9.47%
L2030 $39.88 -0.21% -8.47%
L2025 $11.54 -0.16% -5.76%
Linc $22.85 -0.12% -2.72%

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