【maximum_drawdown】什么意思_英语maximum_drawdown的翻译_音标_读音_用法_例句_在线翻译

maximum drawdown

最大资金回挫

因为这个系统最大的败笔之处是它偏低的成功率引发的问题,就是它的最大连续亏损是9次,而Maximum Drawdown(最大资金回挫)高达50%,意即当你有一百万的时候,你有可能要连续亏损9次,看到自己的资产只剩馀五十万时还有勇气按照这个系统的指示做第10次未知胜...

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最大回撤

最大回撤(maximum drawdown)是基金在过去一年内从峰顶降到谷底的最大百分数。

基于12个网页-相关网页

短语

Maximum-Drawdown-Schedule 最大浮动亏损时间表

maximum available drawdown 可利用的最大水位降

经济学

·2,447,543篇论文数据，部分数据来源于NoteExpress

For each of the top ten most correlated years, Bespoke also calculated the maximum drawdown and gain from May 16 through Dec. 31.

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And we had a maximum drawdown of 14%.

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The Calculation: To quantify the data, I measured each of those four statistics (YTD return, number of up days, standard deviation, and maximum drawdown) against all other stocks and gave them a score from zero to 100.

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