By Jack Forehand, CFA, CFP® (@practicalquant) — One of the things I have tried to do with my articles is to use them as an opportunity to learn. Throughout my career, my focus…
Tag: Max drawdown
A Walk Down Drawdown Lane
By Justin Carbonneau (@jjcarbonneau) — With the S&P 500 hitting all-time highs, it might seem strange to write an article about market drawdowns, but the one thing we know for…
“Drawdown” Defined
In simple terms, “drawdown” is Wall Street-speak for “you lost money,” so knowing the drawdown history of an asset is important for investors as they build portfolios. This according to…
Max Drawdown a Good Indicator of Fund Volatility
When evaluating an equity fund’s volatility, more attention should be paid to “max drawdown”—the maximum decline a fund has experienced from peak to trough over a given period—than to standard…