Average Maximum Drawdown in Common Probability Distribution Formulas

Average Maximum Drawdown represents the greatest potential loss or downturn over the defined period. And is denoted by AMDD.

Common Probability Distribution formulas that make use of Average Maximum Drawdown

fxSterling RatioGo

What is the Average Maximum Drawdown?

Average Maximum Drawdown represents the greatest potential loss or downturn over the defined period.

Can the Average Maximum Drawdown be negative?

{YesorNo}, the Average Maximum Drawdown, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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