maximum drawdown造句

-- Maximum drawdown is 4 . 1 million barrels a day.
-- Maximum drawdown is 4.1 million barrels a day.
In addition to returns, backtest results will also display volatility statistics such as average beta or maximum drawdown.
In its partnership role with Smith Mountain Lake generating power, Leesville Lake has a maximum refill rate of per hour and a maximum drawdown rate of per hour.
The simulator would generate estimated number of trades, the fraction of winning / losing trades, average profit / loss, average holding time, maximum drawdown, and the overall profit / loss.
It's difficult to find maximum drawdown in a sentence. 用maximum drawdown造句挺难的

In finance, the use of the maximum drawdown as an indicator of risk is particularly popular in the world of commodity trading advisors through the widespread use of three performance measures : the Calmar ratio, the Sterling ratio and the Burke ratio.
The Sterling Ratio : the return ( numerator ) is the compound annualized return over the last three calendar years, and the risk ( denominator ) is the average yearly maximum drawdown over the last three years, plus an arbitrary 10 %.
The Calmar Ratio uses a slightly modified Sterling Ratio the average annual rate of return for the most recent 36 months divided by the maximum drawdown for the last 36 months-and calculates it on a monthly basis instead of the Sterling Ratio s yearly basis.
It should be mentioned that a competitor newsletter, " Managed Account Reports " ( founded in 1979 by publisher Leon Rose ), had previously defined and popularized another performance measurement, the "'MAR Ratio "', equal to the compound annual return " from inception ", divided by the maximum drawdown " from inception ".