![]() ![]() In order to use the return over maximum drawdown, there must be at least 12 months of historical data available to calculate statistics.It is only a measure of risk and does not directly measure profitability even though it can be used as a benchmark for performance.There are some drawbacks of the Return over maximum drawdown Return over maximum drawdown can be used as a benchmark for performance since it is a relatively new performance metric.ĭrawbacks of Return over Maximum Drawdown.Return over maximum drawdown can be used to compare investments and compare how different investment managers manage risk. ![]()
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