Understanding drawdowns and recovery time
원문에서 자동 번역됨 · 원문 읽기 (English)
Been reading up on maximum drawdown metrics, and it's got me thinking about the actual time it takes to get back to original capital after a significant hit. Are there any good rules of thumb or backtesting methods people use to estimate that recovery period, especially for positions like $SPX futures where volatility can be brutal?
1 comments · 6 points