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>
>Also, the reported B&H max drawdown was $-76.7 million... BUT WAIT...
>how could the B&H max drawdown have exceeded the amount invested by
>$30 million? Maybe margin played a part in the calculations? But I
>personally don't use margin, and even with margin, your broker would
>have issued margin calls, forcing you to sell your positions out. In
>other words, there is no way you would have lost more than you had.
The max drawdown is the greatest peak to valley drawdown on the equity
curve. It is NOT measured from the initial equity value.
Sid
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