Risk return ratio
The risk-return-ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a straightforward way: where and simply refer to the price by the start and end of the time period. The risk is measured as the percentage maximum drawdown (MDD) for the specific period: where DDt, DDt-1, Pt and Pt-1 refer the drawdown (DD) and prices (P) at a specific point in time, t, or the time right before that, t-1. The risk-return-ratio is then defined and measured, for a specific time period, as:
Link from a Wikipage to another Wikipage
primaryTopic
Risk return ratio
The risk-return-ratio is a measure of return in terms of risk for a specific time period. The percentage return (R) for the time period is measured in a straightforward way: where and simply refer to the price by the start and end of the time period. The risk is measured as the percentage maximum drawdown (MDD) for the specific period: where DDt, DDt-1, Pt and Pt-1 refer the drawdown (DD) and prices (P) at a specific point in time, t, or the time right before that, t-1. The risk-return-ratio is then defined and measured, for a specific time period, as:
has abstract
The risk-return-ratio is a mea ...... Return-Ratio', July 25, 2010).
@en
Link from a Wikipage to an external page
Wikipage page ID
33,495,646
page length (characters) of wiki page
Wikipage revision ID
911,581,189
Link from a Wikipage to another Wikipage
wikiPageUsesTemplate
subject
comment
The risk-return-ratio is a mea ...... or a specific time period, as:
@en
label
Risk return ratio
@en