For a portfolio with 10 year performance, the maximum drawdown is -24% and the drawdown duration is 4 months, which indicates that
您的回答C, 正确答案是: A
A
the portfolio recovered quickly from its maximum loss.
B
over the 10-year period, the average maximum loss was –24.00%.
C
不正确a significant loss once persisted for four months before the portfolio began to recover.
数据统计(全部)
做对次数: 7185
做错次数: 1792
正确率: 80.04%
数据统计(个人)
做对次数: 0
做错次数: 1
正确率: 0.00%
解析
A is correct.
Maximum drawdown is the cumulative peak-to-trough loss during a continuous period. Drawdown duration is the total time from the start of the drawdown until the cumulative drawdown recovers to zero, which can be segmented into the drawdown phase (start to trough) and the recovery phase (trough to zero cumulative return). The maximum drawdown was –24.00%, with a drawdown period of four months. Given the 10-year time frame, the portfolio recovered quickly from its maximum loss.
