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 Prices2025-02-14

FundPriceDayYTD
G $18.86 0.01% 0.57%
F $19.69 0.32% 1.10%
C $96.75 0.02% 4.11%
S $94.73 0.13% 5.08%
I $44.47 -0.13% 6.15%
L2070 $10.93 -0.02% 4.91%
L2065 $18.44 -0.02% 4.92%
L2060 $18.44 -0.02% 4.92%
L2055 $18.45 -0.02% 4.91%
L2050 $36.36 0.01% 4.19%
L2045 $16.50 0.01% 3.98%
L2040 $59.95 0.01% 3.75%
L2035 $15.74 0.01% 3.50%
L2030 $52.08 0.01% 3.24%
L2025 $14.02 0.02% 1.89%
Linc $27.21 0.02% 1.76%

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