maximum drawdown造句
例句與造句
- -- Maximum drawdown is 4 . 1 million barrels a day.
- -- Maximum drawdown is 4.1 million barrels a day.
- In addition to returns, backtest results will also display volatility statistics such as average beta or maximum drawdown.
- In its partnership role with Smith Mountain Lake generating power, Leesville Lake has a maximum refill rate of per hour and a maximum drawdown rate of per hour.
- The simulator would generate estimated number of trades, the fraction of winning / losing trades, average profit / loss, average holding time, maximum drawdown, and the overall profit / loss.
- It's difficult to find maximum drawdown in a sentence. 用maximum drawdown造句挺難的
- In finance, the use of the maximum drawdown as an indicator of risk is particularly popular in the world of commodity trading advisors through the widespread use of three performance measures : the Calmar ratio, the Sterling ratio and the Burke ratio.
- The Sterling Ratio : the return ( numerator ) is the compound annualized return over the last three calendar years, and the risk ( denominator ) is the average yearly maximum drawdown over the last three years, plus an arbitrary 10 %.
- The Calmar Ratio uses a slightly modified Sterling Ratio the average annual rate of return for the most recent 36 months divided by the maximum drawdown for the last 36 months-and calculates it on a monthly basis instead of the Sterling Ratio s yearly basis.
- It should be mentioned that a competitor newsletter, " Managed Account Reports " ( founded in 1979 by publisher Leon Rose ), had previously defined and popularized another performance measurement, the "'MAR Ratio "', equal to the compound annual return " from inception ", divided by the maximum drawdown " from inception ".