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 Prices2026-07-10

FundPriceDayYTD
G $20.04 0.01% 2.30%
F $20.92 -0.09% 0.17%
C $121.95 0.43% 11.35%
S $116.53 -0.57% 16.05%
I $64.28 0.42% 15.83%
L2075 $12.59 0.29% 13.48%
L2070 $14.41 0.29% 13.48%
L2065 $24.31 0.29% 13.48%
L2060 $24.32 0.29% 13.48%
L2055 $24.32 0.29% 13.48%
L2050 $46.28 0.24% 11.38%
L2045 $20.78 0.22% 10.81%
L2040 $74.73 0.21% 10.25%
L2035 $19.38 0.19% 9.61%
L2030 $62.98 0.16% 8.40%
Linc $30.80 0.09% 5.32%

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