Sentences with phrase «deep drawdowns»
"Deep drawdowns" refers to significant and extended drops in the value or performance of an investment or financial asset. It means that the value has decreased significantly from its previous high point. Full definition
Spitznagel argues that at valuations where the equity q ratio exceeds 0.9, the 110 - year relationship points to an «expected (median) drawdown of 20 %, and a 20 % chance of a larger than 40 % correction in the S&P 500 within the next few years; these probabilities continually reset as valuations remain elevated, making an eventual deep drawdown from current levels highly likely.»
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Spitznagel argues that at valuations where the equity q ratio exceeds 0.9 a 110 - year relationship points to an «expected (median) drawdown of 20 %, and a 20 % chance of a larger than 40 % correction in the S&P 500 within the next few years; these probabilities continually reset as valuations remain elevated, making an eventual deep drawdown from current levels highly likely.»
Instead, the measures of his success have been limited volatility, the avoidance of deep drawdowns, restrained beta, and high alpha.
Through properly diversifying a portfolio and implementing robust risk management techniques we believe we can achieve better results by mitigating deep drawdowns and compounding steadier returns over full market cycles.
One of our core beliefs is that making money over time is more about protecting against locking in deep drawdowns than it is about squeezing out every ounce of upside during bull markets.
Making money is more about avoiding deep drawdowns than maximizing every ounce of upside.
By way of contrast, the second deepest drawdown at -53.8 percent, the 2007 Credit Crisis began October 1, 2007, and ended March 4, 2013, a mere 5 years and 5 months later.
Making money is more about protecting against deep drawdowns than squeezing out every ounce of upside.
In other words, if real earnings didn't experience their deepest drawdown ever, stocks wouldn't appear so expensive.
Study the charts, look at the data points such as the long - term returns and deepest drawdown, and find something that resonates with you.
The deepest drawdown has been of 51 %, which might frighten some, but the higher returns certainly show over the long - term.
If you see that your equity graph shows wide swings, deep drawdowns, followed by steep climbs, then we usually speak of a trading performance with a lot of variances.