Qhov siab tshaj plaws rub tawm (MDD) yog qhov siab tshaj plaws tau pom los ntawm lub ncov mus rau ib qho chaw ntawm cov ntaub ntawv, ua ntej lub ncov tshiab tau mus txog. Kev poob siab tshaj plaws yog qhov qhia txog kev pheej hmoo poob qis hauv lub sijhawm teev tseg.
Yuav ua li cas rho tawm qhov siab tshaj plaws suav?
Maximum drawdown (MDD) ntsuas qhov poob siab tshaj plaws ntawm tus nqi ntawm kev nqis peev, raws li muab los ntawm qhov sib txawv ntawm tus nqi ntawm qhov qis tshaj plaws thiab qhov siab tshaj plaws ua ntej trough.
Dab tsi yog qhov zoo ntawm MDD?
A CAR/MDD piv ntawm ntau tshaj 1 yog suav tias yog qhov system zoo. Yog tias koj qhov CAR / MDD piv yog 1, nws txhais tau tias koj tuaj yeem poob txhua yam uas koj tau khwv tau, vim tias koj cov khoom xa rov qab thiab cov nyiaj rho tawm yog tib yam.
Lub sijhawm rho nyiaj max yog dab tsi?
Lub sijhawm rub tawm qhov siab tshaj plaws yog qhov phem tshaj plaws (qhov siab tshaj plaws / ntev tshaj plaws) tus nqi ntawm lub sijhawm kev nqis peev tau pom nyob nruab nrab ntawm qhov siab tshaj plaws (qhov sib npaug siab). Ntau tus xav tias Max DD Duration yog lub sijhawm ntev ntawm qhov siab tshiab thaum lub sijhawm Max DD (magnitude) tshwm sim.
Dab tsi yog qhov rov qab zoo tshaj qhov kev rho tawm siab tshaj plaws?
RoMaD nyob rau hauv Cov ntsiab lus
Hauv kev xyaum, cov tub ua lag luam xav pom qhov siab tshaj plaws drawdowns uas yog ib nrab ntawm cov ntaub ntawv txhua xyoo rov los lossis tsawg dua. Qhov ntawd txhais tau tias yog qhov siab tshaj plaws rub tawm yog 10% dhau lub sijhawm, cov tub ua lag luam xav tau rov qab los ntawm 20% (RoMaD=2). Yog li qhov loj dua qhov nyiaj poob qis, qhov siab dua qhov kev cia siab rau rov qab.
