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Drawdown
Risk Management
Qué significa
The drop in your account value from its highest point to a later low. It measures how much you have lost from the peak, in dollars or percent.
Ejemplo
Your account peaks at $10,000, then drops to $8,500 after a bad week. The drawdown is $1,500, or 15%. Recovering to $10,000 requires a 17.6% gain, not 15%.
Error común de principiantes
Beginners think a 50% drawdown needs a 50% gain to recover. It actually needs a 100% gain -- which is why deep drawdowns are far harder to climb out of than they look.
Términos relacionados
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- Risk of Ruin — The probability that a string of losses wipes out your account completely. Higher risk per…