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garryp
Advanced Member UNITED STATES Joined: Feb 15, 2008 Posts: 104 Status: Offline |
When I d/l performance data into a spread sheet and calc drawdown, I get max drawdown numbers gretaer than the summary sheet indicates. Can someone tell me how drawdown is calculated? ---------------------------------------- -- Garry P. |
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DennyHalwes
Advanced Member UNITED STATES Joined: Apr 28, 2004 Posts: 1530 Status: Offline |
Garry, If you download the data from the Graphs page and calculate the drawdown from the data in the “Total” column you will get the same answer as P123 using the formula: 1- (Low since high / High) x 100 Denny  ---------------------------------------- "The significant problems we face cannot be solved at the same level of thinking that we were at when we created them". Albert Einstein ---------------------------------------- [Edit 1 times, last edit by DennyHalwes at Jun 11, 2008 5:48:36 PM] |
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Re: drawdown calculation
