Tag
#drawdown
6 articles
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Best and Worst Month Analysis: What Extreme Months Reveal About Risk
Best month and worst month are the largest single-month gain and loss in a strategy's history. They expose the tails that averages and volatility figures quietly smooth away.
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Drawdown Recovery Analysis: Underwater Curves and the Arithmetic of Losses
Drawdown recovery analysis measures how long a portfolio stays below its previous peak, not just how far it fell, because time underwater is what investors actually endure.
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Factor Cyclicality and Drawdowns: Sizing for the Droughts
Factors go through long periods of underperformance. Factor cyclicality analysis measures how deep and how long those droughts run, so position sizing and governance can survive them.
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How to Read a Backtest Report
Read a backtest report in reverse order: setup and assumptions first, then risk and turnover, and the return figure last. Here is the sequence and the red flags.
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Portfolio Drawdown Management: Planning for Losses Before They Happen
Drawdown management is the discipline of deciding in advance how a portfolio responds to losses. Here is how teams size, document and stress-test that plan before it is needed.
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Stress Testing a Portfolio: Historical and Hypothetical Shocks
Stress testing asks what a portfolio would do under a severe but conceivable shock, using either a replayed historical episode or a designed hypothetical one.
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