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Drawdown
Risk Management
무슨 뜻인가요
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.
예시
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%.
초보자가 흔히 하는 실수
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.
관련 용어
- Max Drawdown — The largest peak-to-trough drop your account or strategy has ever experienced. It is the w…
- Risk of Ruin — The probability that a string of losses wipes out your account completely. Higher risk per…