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Please Add Mean Drawdown and CAGR/Mean Drawdown

This is one of the best ways to measure the risk, return and stability of one strategy. 



A detailed explanation of this metric:


https://youtu.be/Moq5mAWxHZg

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  • Votes +15
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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CG
#1

Chris G

16.04.2021 23:42

Task created

AP
#2

AP

16.04.2021 23:46
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CG
#3

Chris G

16.04.2021 23:53
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m
#4

Matze

16.04.2021 23:54
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DC
#5

anuffi

17.04.2021 02:43
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J
#6

Jeadsada

17.04.2021 10:16
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MF
#7

Marti

20.04.2021 06:02
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NS
#8

nicksim80

21.04.2021 08:41
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SR
#9

SixtoRod

23.04.2021 09:23
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MS
#10

Gurey

23.04.2021 10:00
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JH
#11

jakehobbs

23.04.2021 16:23
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HH
#12

Hans

27.04.2021 19:37
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k
#13

Karish

11.05.2021 16:27
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AS
#14

alfredsylejmani

17.05.2021 11:05
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AA
#15

Alex

09.09.2022 04:43
Voted for this task.
m
#16

Michele Vianello

18.01.2024 10:45
Voted for this task.
Votes: +15

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