SQX v130 - 'CAGR / Average DD %'

Hi Mark


I recently came across an very interesting comparative analysis of different performance metrics, in an on-line Darwinex tutorial by Martyn Tinsley: Video 16.1; Video 16.2. The analysis conclusion recommended the performance metric 'CAGR / Average DD %' over 7x others.

Based on the above tutorial, and so that I can investigate/use this and other performance metrics within SQX, please can you add the following additional 3x metric columns to SQX:

  1. Average (Mean) DD %
  2. CAGR / Average DD %
  3. Coefficient of Correlation (r)

Thanks for your help

AC1962

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AC1962

07.01.2021 00:25

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