Suggestion: maximum drawdown
Moderator: Aitrus
any update on this?
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...
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.
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
http://twitter.com/#!/GlobalCollapse
Fund Prices2026-06-05
| Fund | Price | Day | YTD |
| G | $19.95 | 0.01% | 1.86% |
| F | $20.87 | -0.42% | -0.05% |
| C | $118.74 | -2.63% | 8.43% |
| S | $111.79 | -3.30% | 11.33% |
| I | $62.42 | -3.53% | 12.49% |
| L2075 | $12.22 | -3.01% | 10.20% |
| L2070 | $13.99 | -3.00% | 10.20% |
| L2065 | $23.61 | -3.00% | 10.20% |
| L2060 | $23.61 | -3.00% | 10.20% |
| L2055 | $23.62 | -3.00% | 10.20% |
| L2050 | $45.14 | -2.51% | 8.63% |
| L2045 | $20.30 | -2.36% | 8.21% |
| L2040 | $73.07 | -2.20% | 7.80% |
| L2035 | $18.97 | -2.02% | 7.33% |
| L2030 | $61.83 | -1.70% | 6.42% |
| Linc | $30.45 | -0.86% | 4.13% |