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However the max drawdown function there does not seem to work (I have contacted the author but have not heard from him yet). I put in: 90, 80, 70, 60, 45, 55, 65, 90, 100, 95, 80, 110; So the max drawdown should be 50 % but it returns zero.
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www.investment-performance.com/forums/showthread.php?t=...
www.investment-performance.com/forums/showthread.php?t=459
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Last month, we said that the term drawdown refers to the amount of useable water that can be drawn from a hydro-pneumatic tank from the time the pressure switch cuts out, ... Drawdown = P1V / P2 – P1V / P3 where; P1 is the pre-charge pressure. P2 is the cut-in pressure. P3 is the cut-out pressure. V is the total tank volume.
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www.nationaldriller.com/Articles/Column/c04c543281b3901...
www.nationaldriller.com/Articles/Column/c04c543281b39010VgnVCM100000f932a8c0____
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Hi traders; can any one tell me the exact way to calculate my drawdown based on real trading results? and how I can know my max drawdown for each ... can any one tell me the exact way to calculate my drawdown based on real trading results? and how I can know my max drawdown for each month? to make it simple let's take...
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www.moneytec.com/forums/f89/need-help-calculate-draw-do...
www.moneytec.com/forums/f89/need-help-calculate-draw-down-plz-17270/
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Hedge funds, defined in this context as geared financial entities, frequently use some measure of point loss as a risk measure. This paper considers t...
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www.informaworld.com/smpp/content~content=a713694087~ju...
www.informaworld.com/smpp/content~content=a713694087~jumptype=rss
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Calculating Equivalent Radial Distances for. Determination of Transmissivity and Storativity Using. Drawdown Data From a Multiple Pumping Well System ...
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eeg.geoscienceworld.org/cgi/reprint/6/4/395.pdf
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･ 1 Copy the closing values of the portfolio value for each day. Mark major high and low values over time... ･ 2 Group the stocks in the portfolio by type; say all the stocks are in the S&P 500. Subtract the performance... ･ 3 Construct...
http://www.ehow.com/how_5114805_calculate-drawdown.html
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The default printout format for head and drawdown is 10G11.4. ... Prior to the first occurrence (if any) of DDREFERENCE the initial heads will be used as the reference heads for calculating drawdown.
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water.usgs.gov/nrp/gwsoftware/modflow2000/MFDOC/oc.htm
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kspref = is the set of water levels in the HNEW matrix at the beginning of the stress period kspref that will be used as default reference values for calculating drawdown. Kspref defaults to 1 if it is not specified by the user.
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water.usgs.gov/nrp/gwsoftware/modflow2000/MFDOC/mnw.htm
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public static double DrawDown( double[] prices, out double minValue, out double maxValue ) { maxValue = double.MinValue; minValue = double.MaxValue; for( int i = 0; i < prices.Length; i++ ) { if( prices[i] > maxValue ) maxValue = prices[i];
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www.hackinghat.com/index.php/python/calculating-peak-to...
www.hackinghat.com/index.php/python/calculating-peak-to-trough-drawdown
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