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.
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