Topic: Drawdown in Portfolio
I would like to understand how the calculation of DD in the Portfolio.
combining some strategies I see that the DD does not change and DD indicates the most ever by a single. As if they'd never strategies simultaneously the different EA.
I have not checked in the Journal, I will.
But the thing that interests me is the reliability (in operations real) of these signs and if there are ways to make further checks.
Let me explain, if you 3 strategies that individually have a DD of 20%, the portfolio (by the law FSB) shows me a total of 35% DD, what I do not to run in Murphy's Law, which is 3 x 20% = 100%?