Search results
Results from the WOW.Com Content Network
The drawdown duration is the length of any peak to peak period, or the time between new equity highs. The max drawdown duration is the worst (the maximum/longest) amount of time an investment has seen between peaks (equity highs). Many assume Max DD Duration is the length of time between new highs during which the Max DD (magnitude) occurred.
If the drawdown is put in as a positive number, then add 10% and the result is the same positive ratio. [ citation needed ] To clarify the reason he (Deane Sterling Jones) used 10% in the denominator was to compare any investment with a return stream to a risk-free investment (T-bills).
A capital call (also known as a draw down or a capital commitment) [1] is a legal right of an investment firm or an insurance firm to demand a portion of the money promised to it by an investor. [2]
Calmar ratio (or Drawdown ratio) is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young and first published in 1991 in the trade journal Futures .
Americans should take charge of their retirement savings and financial decisions to avoid some common mistakes, Investopedia's editor-in-chief says. Retirees must be the 'CEO' of their personal ...
Drawdown (climate), the point at which greenhouse gas concentrations in the atmosphere begin to decline; Drawdown (economics), decline in the value of an investment, below its all-time high; Drawdown (hydrology), a lowering of a reservoir or a change in hydraulic head in an aquifer, typically due to pumping a well
It is a measure of downwards volatility, the amount of drawdown or retracement over a period. [2] Other volatility measures like standard deviation treat up and down movement equally, but most market traders are long and so welcome upward movement in prices. It is the downside that causes stress and the stomach ulcers that the index's name ...
The time-weighted return is a measure of the historical performance of an investment portfolio which compensates for external flows.External flows refer to the net movements of value into or out of a portfolio, stemming from transfers of cash, securities, or other financial instruments.