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Gary: If you are referring to why the ALL drawdown does not match the
LONGs plus SHORTs, they almost never will. That's because they are not
simple addition and are unrelated. The drawdowns occur randomly and from
different peak levels. They are independant functions.
Regards, Jack.
----- Original Message -----
From: "Gary Pearson" <gnpi@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, April 07, 2003 11:37 PM
Subject: Summary Tab - Performance report
> Who can help me , but I do not believe the Max drawdown figures on the
> summary tab for Longs and Shorts, these do not tie up with the ALL
fiqures.
> Who has the same problem.
> Which fiqure is correct???
>
> Gary
>
>
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