• Registered: 2019-11-30
  • Posts: 23

Topic: Maximum drawdown of multiple portfolios

I wanted to know of calculating or estimating the maximum drawdown of running a few portfolios?

Any ideas?


Thanks

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Maximum drawdown of multiple portfolios

The worst possible case is the sum of the drawdowns.

Please remember that ideas. We can make such a tool in the Portfolio Editor I'm going to develop next year.

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