drawdown value in 0.xx % meaning
Drew Clayman last edited by
I just wanted a quick clarification on the meaning of having a drawdown of 0.xx %, based on the documentation. If i have a drawdown of 0.05, is this 5%, or 0.05%?
kian hong Tan last edited by
These are the drawdown stats from one of my strategy. So the answer is 0.05% for your case.
Final Portfolio Value: 121,653.14
Ave.Drawdown % : 0.95, Ave.Drawdown $ : 1,172.91, Ave.Duration : 3894
Max Drawdown % : 3.83, Max Drawdown $ : 3,870.43, Max Duration : 4084
run-out last edited by
based on the documentation
Have a quick look at the drawdown code and if you still are unsure let us know.