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Meaning of Average Drawdown

To: metastock@xxxxxxxxxxxxx
Subject: Meaning of Average Drawdown
From: Elliot Glass <e.glass@xxxxxxx>
Date: Thu, 5 Jul 2001 12:11:49 -0700
In-reply-to: <20010705174508.63608.qmail@xxxxxxxxxxxxxxxxxxxxxxx>

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An article on volatility measures in TASC refers to average drawdown.

Now I think I know what an equity curve is, which shows the low point
(or drawdown) over time.

But what is average drawdown?

Elliot Glass

References:
- Looking for eSignal intra-day index data
  - From: Jack Griffin

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