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Portfolio StrategyDrawdown: Difference between revisions
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(Created page with "Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period. ==== Usage ==== <sy...") |
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==== Example ==== | ==== Example ==== | ||
<syntaxhighlight>Portfolio_StrategyDrawdown will return a value of -100 if the current decline in equity from the peak value is $100</syntaxhighlight> | <syntaxhighlight>Portfolio_StrategyDrawdown will return a value of -100 if the current decline in equity from the peak | ||
value is $100</syntaxhighlight> | |||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] |