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< The max drawdown is the greatest peak to valley drawdown on the
equity curve. It is NOT measured from the initial equity value.>
Sid,
Thanks for clarifying that.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
>
> >
> >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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