大家现在的drawdown百分比是多少?

t
tom_high
楼主 (文学城)

纯好奇

 

h
hhtt
30%
p
parentb
嘿嘿,怎么我也是?
伯克希尔哈萨维
怎么能这么多。。。
p
parentb
对我来说,30%只是Backtest的结果,但是,真的遭遇熊市,我肯定会做一些保护措施的。
B
BrightLine
澄清一下你在问什么?你在问现在的账户回调了多少还是问我们drawdown的容忍度?哈哈
h
hhtt
过了几个月,你又来问,怎么不多些?
成功的兔
不会吧,这么高?options possible, individual stocks possible
成功的兔
跟近期账户高点比,回撤了多少
p
parentb
他没有问清楚。哈哈。。。我从最高点回撤 3.98%
B
BrightLine
这是我的理解,所以糊涂回答错误,不可能30%
伯克希尔哈萨维
都在恐惧dropdown了,看样子又要暴涨了,哈哈哈

下周5700诱空然后大幅反弹

p
parentb
我猜这是他开玩笑或Backtest回测结果。
B
BrightLine
我也差不多,4%-5%
伯克希尔哈萨维
backtest没什么用的
伯克希尔哈萨维
6200就快到了,后续看6500!
h
hhtt
投坛的同志们不能光看股票涨跌,还要把自己的英格丽旭阅读和理解能力提高,才能做个合格的美国公民他爸和她妈?
B
BrightLine
看看这个

https://www.investopedia.com/terms/d/drawdown.asp

What Is a Drawdown?

A drawdown is a peak-to-trough decline during a specific period for an investment, trading account, or fund. A drawdown measures the historical risk of different investments, compares fund performance, or monitors personal trading performance. It is usually quoted as the percentage between the peak and the subsequent trough. If a trading account has $10,000 in it, and the funds drop to $9,000 before moving back above $10,000, then the trading account witnessed a 10% drawdown.

 

h
hhtt
不知大家记不记得半年前在投坛活跃的一个网友,好像网名叫江南一素子?她在6月清空了标普,她清空的背后的理念是对的,
加州阳光123
你再看看这个英格利希的解释?

https://www.investopedia.com/terms/d/drawdown.asp

What Is a Drawdown? 

A drawdown is a peak-to-trough decline during a specific period for an investment, trading account, or fund. A drawdown measures the historical risk of different investments, compares fund performance, or monitors personal trading performance. It is usually quoted as the percentage between the peak and the subsequent trough. If a trading account has $10,000 in it, and the funds drop to $9,000 before moving back above $10,000, then the trading account witnessed a 10% drawdown.

https://www.investopedia.com/ask/answers/041415/what-difference-between-drawdown-banking-and-drawdown-trading.asp

Drawdown in Banking vs. Drawdown in Trading: An Overview 

The term "drawdown" appears in both the banking world and the trading world, but it has very different meanings within each context. In banking, a drawdown refers to a gradual accessing of credit funds, while in trading, a drawdown refers to a reduction in equity.

h
hhtt
只不过时间段早了些,还有就是太过分大力清空标普,这是应该是最后到世界末日才能清空的!
B
BrightLine
她就胡扯,说股市太高,标普5400出了指数然后买个股,哈哈
h
hhtt
你们的理解都没有错,这词有几种意思,只不过你我的意思不同。
加州阳光123
你应该看对于equity 的定义啊 :)
三心三意
我从ATH下来大约2-3%。YTD 居然是正的:)得助于VST/Meta 的上涨和hedge的缓冲
B
BrightLine
我有大量QQQ ,没可能正,哈哈
三心三意
不过现在波动很大。星期一再问这个问题可能YTD又下水里了:)
三心三意
YTD QQQ 只掉了0.7%
B
BrightLine
从高点540可下了不少
三心三意
江南一素子发了A股上看5000-8000,2024年底破4000的帖子后就慢慢的不太发了
三心三意
嗯,多一点,也就5.8%
这样子
我理解着是缩水