B bdraws Nov 27, 2005 #1 How is a drawdown calculated? Is it the same as taking your STD Deviation * 2.33? I see this talked about all the time, but coming from a sell-side prop desk we never used the "drawdown" terms?
How is a drawdown calculated? Is it the same as taking your STD Deviation * 2.33? I see this talked about all the time, but coming from a sell-side prop desk we never used the "drawdown" terms?
R risktaker Nov 27, 2005 #2 If your acct HIGH point was say, $100K in August but now your acct equity is $80K, then you are experiencing a 20% drawdown.
If your acct HIGH point was say, $100K in August but now your acct equity is $80K, then you are experiencing a 20% drawdown.
L lately Nov 29, 2005 #3 FYI... and just to clear up, I believe they're all expressed in realized p/l.
R risktaker Nov 29, 2005 #4 Why not marked-to-market? Quote from bottomline: FYI... and just to clear up, I believe they're all expressed in realized p/l. More...
Why not marked-to-market? Quote from bottomline: FYI... and just to clear up, I believe they're all expressed in realized p/l. More...
