Sentence examples for maximum drawdown from inspiring English sources
We address this challenging problem for both equity performance and risk, the latter through the maximum drawdown measure.
Drawdown, and in particular maximum drawdown, is a widely used indicator of risk in the fund management industry.
The coupling non-Darcy flow can be produced and controlled using different combination of curtain and pumping wells in foundation pit dewatering to obtain the maximum drawdown using the minimum pumping rate.
The outcome shows that using the example weighting combined with feature selection significantly improves sample trading strategy results in terms of the overall rate of return, as well as maximum drawdown during a trading period.
Using empirical data in the US market from January 1980 to June 2018, we find that a number of firm characteristics succeed in explaining the cross-sectional variation of active returns and maximum drawdown, and that the latter has substantially better predictability.
In this talk, I will present ongoing work aimed at computations for Conditional Expected Drawdown, a recently developed extreme risk measure on maximum drawdown, look at risk-based asset allocation under CED and how it compares with other risk measures, CED risk attribution, and more.
Differences between analytically estimated and known (numerically simulated) drawdowns in well O2 averaged 0.005 m and maximum drawdowns differed by 6%.
Maximum drawdowns of about 0.05 m were analytically estimated from field investigations where environmental fluctuations approached 0.2 m during the analysis period.
Monitoring well A-44, which was closest to the sensor wells, captured an injection interval where the maximum observed drawdown of groundwater head was 6.5 m.
Pumping test was conducted on each borehole prior to logging to obtain information on their aquifer characteristics as well as their maximum allowable drawdown.
The maximum past drawdown (over a minimum five-year period) plus the margin required for one contract is the absolute minimum account size required to trade a system.
