翻訳と辞書 Words near each other ・ Drawbar (machine tool) ・ Drawbar force gauge ・ Drawbar pull ・ Drawbase Software ・ DrawBot ・ Drawbridge ・ Drawbridge (company) ・ Drawbridge (disambiguation) ・ Drawbridge in Nieuw-Amsterdam ・ Drawbridge mentality ・ Drawbridge Peak ・ Drawbridge, California ・ Drawbridge, Cornwall ・ Drawcansir ・ Drawdown ・ Drawdown (economics) ・ Drawdown (hydrology) ・ Drawdown card ・ Drawdown chart ・ Drawehn ・ Drawer ・ Drawer (furniture) ・ Drawer dishwasher ・ Drawer pull ・ Drawer test ・ Drawień ・ Drawing ・ Drawing (disambiguation) ・ Drawing (manufacturing) ・ Drawing a Blank Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Drawdown (economics) ： ウィキペディア英語版 Drawdown (economics) The drawdown is the measure of the decline from a historical peak in some variable (typically the cumulative profit or total open equity of a financial trading strategy). Somewhat more formally, if $X\; =\; (X(t),\; t\; \backslash ge\; 0)$ is a random process with ''X''(0) = 0, the drawdown at time ''T'', denoted $D(T)$, is defined as $D(T)=\backslash max\; \backslash left\backslash$ The maximum drawdown (MDD) up to time $T$ is the maximum of the Drawdown over the history of the variable. More formally, $\backslash text(T)=\backslash max\_\backslash left(\backslash in\; (0,\backslash tau)\}\; X(t)-\; X(\backslash tau)\; \backslash right)$ The following pseudocode computes the Drawdown ("DD") and Max Drawdown ("MDD") of the variable "NAV", the Net Asset Value of an investment. Drawdown and Max Drawdown are calculated as percentages: MDD = 0 peak = -99999 for i = 1 to N step 1 if (NAV() > peak) # peak will be the maximum value seen so far (0 to i) peak = NAV() endif DD() = 100.0 * (peak - NAV()) / peak if (DD() > MDD) # Same idea as peak variable, MDD keeps track of the maximum drawdown so far. MDD = DD() endif endfor ==Finance Definitions== There are two main definitions of a drawdown: 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Drawdown (economics)」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.