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SOMETHING IS WRONG



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Why do I receive answers from postings that I never got, or get I get the
answer first and then the posting.....

Volker Knapp
Wealth-Lab Inc.
http://www.wealth-lab.com
http://www.wealth-lab.de

  ++-----Ursprüngliche Nachricht-----
  ++Von: Gerald Marisch [mailto:gm@xxxxxxxxxxxxx]
  ++Gesendet: Freitag, 21. Juni 2002 17:49
  ++An: William Brower; Michael.Mueller@xxxxxxxxx; omega-list@xxxxxxxxxx
  ++Betreff: Re: Calculating Drawdown
  ++
  ++
  ++OK...so HOW DO money managers compute drawdown?
  ++
  ++Inquiring minds want to know.......
  ++
  ++----- Original Message -----
  ++From: "William Brower" <1000mileman@xxxxxxxxxxxxxx>
  ++To: <Michael.Mueller@xxxxxxxxx>; <omega-list@xxxxxxxxxx>
  ++Sent: Friday, June 21, 2002 10:38
  ++Subject: Re: Calculating Drawdown
  ++
  ++
  ++> If you enter a trade, and it goes against you by $2,000 and
  ++then recovers
  ++> and goes in your favor $25,000 and then you close out with a $15,000
  ++> profit, TS would compute your DD as $2000.  This is not the
  ++Mark-to-market
  ++> DD that is commonly used by money managers and you need to do your own
  ++> computation of that statistic.
  ++>
  ++> At 04:50 PM 6/21/02 +0200, you wrote:
  ++>
  ++>
  ++>
  ++> >Does anybody on the list have an algorithm of how max. drawdown is
  ++calculated.
  ++> >Are there any variations on how DD is calculated,
  ++> >what are the pros and cons of these variations ?
  ++> >
  ++> >Thx
  ++> >
  ++> >Michael
  ++>
  ++> Bill Brower
  ++> Email: 1000mileman@xxxxxxxxxxxxxx
  ++> Web Site: http://www.insideedge.net
  ++> Web Site: http://www.portfolioriskanalysis.com
  ++>
  ++>
  ++