MDD calculation discrepancy

English Reports
1

Hello all,

I would like to know how Portfolio Performance calculates the MDD (Maximum Drawdown) of a period. I understand it is the largest drop from the last maximum, but I have a discrepancy. When I measure the MDD from the portfolio graph using the measurement tool, the MDD obtained is 8% lower than the one measured by Portfolio Performance. Perhaps I am not understanding something correctly. MDD measured with the measurement tool from the graph is -42%, while MDD calculated by Portfolio Performance is -50%. Has anyone else noticed a discrepancy?.

Best regards.

2

Are you sure you are looking at the exact same timeframe?

3

Are you measuring in the correct graph? I think you have to use the performance chart: