Oct 21, 2011
Backtest | Drawdown | Video
We have improved the quality of the backtesting applications again. All backtests will now display the path of returns on a daily basis, regardless of which update schedule you are on. This allows for more precise chart visual --- and a few supporting statistics have been improved. The video below explains this -- there is a nuance that we go over that may not be so obvious here:
Also, just a snapshot of a few indices for YTD drawdowns -- the higher the volatility, the higher the drawdown.
See Also: Drawdown Blog Posts
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