Max Drawdown Duration

Does someone know how is defined the widget called “Max Drawdown Duration”? What value is used to define the end of the drawdown of the whole portfolio? Currently, I have an ongoing drawdown, which, in my understanding, had to end several days ago (if I look at the delta value).

Thank you in advance.



I think MDD refers to the value of the portfolio. Delta is the wrong metric.

Kind regards

I also don’t understand how the MDD is calculated. Neither the value of the portfolio is negative nor the delta, so I only can figure that it calculates MDD via percentage. I mean, maximum IRR or TTWROR, which could be unreachable again. Am I right? Thank you.

I think it refers to “True Time-Weighted Rate of Return (kumulativ)”.

seems to make sense - but I’m not sure either



I think you are right. :smiley:

THX, Laura