Let’s Talk About Drawdown Performance

Posted on Mar 24 2016 - 5:05pm by Dan

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” – Sun Tzu, The Art of War

I am going to bang a drum, that I have banged on a few times before.

Brokers … we need something that sums up everything in one, nice and neat package. Percentage performance for a periodicity. Maximum Drawdown for that same periodicity. Calmar Ratios, Sharpe Ratios, and Sortino Ratios.

Which leads me to the point I want to make.

How do you want to measure performance? Because there are a few ways to measure it.

And what is the single ‘best’ strategy?

(Video Included. If you’re seeing this entry elsewhere and cannot play the video? Click this link to go to the exact video entry …)

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