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 Prices2025-02-18

FundPriceDayYTD
G $18.87 0.05% 0.62%
F $19.62 -0.36% 0.74%
C $97.00 0.26% 4.38%
S $95.15 0.44% 5.54%
I $44.75 0.62% 6.80%
L2070 $10.97 0.40% 5.34%
L2065 $18.52 0.40% 5.34%
L2060 $18.52 0.40% 5.34%
L2055 $18.52 0.40% 5.34%
L2050 $36.47 0.31% 4.52%
L2045 $16.55 0.29% 4.28%
L2040 $60.12 0.28% 4.04%
L2035 $15.78 0.26% 3.77%
L2030 $52.21 0.24% 3.49%
L2025 $14.04 0.13% 2.02%
Linc $27.25 0.12% 1.89%

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