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drawdown

Posted: Thu May 17, 2012 5:56 am
by SGXSUP
Hi members,
Is there someone who has already developed the formulae for the maximum drawdown (maximal loss suffered by an investor with a financial asset) calculation?
thks in advance,
MG

Re: drawdown

Posted: Tue Sep 09, 2014 11:42 am
by rmoralesaramburu
Hello, did you find the answer for your question? could you share it please?? thanks!!