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I would like to get the Monthly Max Drawdown. #399

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pinedance opened this issue Dec 20, 2022 · 0 comments
Open

I would like to get the Monthly Max Drawdown. #399

pinedance opened this issue Dec 20, 2022 · 0 comments

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@pinedance
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Max Drawdown(MDD) of the .display() may be Daily MDD. But for most asset allocations, the MDD is based on a monthly basis. I hope monthly MDD would be added to result of the backtest.
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@pinedance