Drawdown (economics)

（重定向自Maximum Drawdown）

The drawdown is the measure of the decline from a historical peak in some variable (typically the cumulative profit or total open equity of a financial trading strategy).

Somewhat more formally, if $X = (X(t), t \ge 0)$ is a random process with X(0) = 0, the drawdown at time T, denoted $D(T)$ , is defined as

单词	Maximum Drawdown
释义	Maximum Drawdown 英语百科 Drawdown (economics) （重定向自Maximum Drawdown） The drawdown is the measure of the decline from a historical peak in some variable (typically the cumulative profit or total open equity of a financial trading strategy). Somewhat more formally, if $X = (X(t), t \ge 0)$ is a random process with X(0) = 0, the drawdown at time T, denoted $D(T)$ , is defined as
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