Normalized maximum drawdown

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Normalized maximum drawdown #474366 10/09/18 15:35 10/09/18 15:35
Joined: Apr 2017 Posts: 106 3 3dgamelight OP Member
3dgamelight OP Member 3 Joined: Apr 2017 Posts: 106	How to calculate normalized maximum drawdown?

Re: Normalized maximum drawdown [Re: 3dgamelight] #474388 10/11/18 07:44 10/11/18 07:44
Joined: Jul 2000 Posts: 28,022 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,022 Frankfurt	Multiply drawdown with the square root of 3 years divided by the test period.

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