Forum: Emini and Emicro Index
October 3rd, 2014, 01:15 AM
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Replies: 6
Views: 6,075
Hi rwh,
1. Drawdowns vs StdDev - tturners...
Hi rwh,
1. Drawdowns vs StdDev - tturners footnote sums it up best and to also steal a quote "In order to finish first you have to first finish." Whilst stddev might only be 20% for equities, the...
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Forum: Emini and Emicro Index
October 2nd, 2014, 06:08 AM
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Replies: 6
Views: 6,075
Hi there,
Based on data going back only...
Hi there,
Based on data going back only until 1950, the SP500 has returned an average return of 8% and an average Drawdown of -20%. This has occurred with a frequency of 75% up years and 25%...
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