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褚超 · 2025年05月16日

NO.2020020202000020

其它问题 c为啥不对呢?
1 个答案

吴昊_品职助教 · 2025年05月16日

嗨,从没放弃的小努力你好:


drawdown duration指的是从下降开始,到累积的drawdown达到最大值-24%,再到恢复到0,这三个步骤加在一起的时间是四个月,而不是从恢复开始持续了四个月,所以C选项错误。

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NO.PZ2020020202000020 问题如下 For a portfolio with 10 yeperformance, the maximum awwn is -24% anthe awwn ration is 4 months, whiincates th A.the portfolio recoverequickly from its maximum loss. B.over the 10-yeperio the average maximum loss w–24.00%. C.a significant loss onpersistefor four months before the portfolio begto recover. A is correct.Maximum awwn is the cumulative peak-to-trough loss ring a continuous perio awwn ration is the tottime from the start of the awwn until the cumulative awwn recovers to zero, whicsegmenteinto the awwn phase (start to trough) anthe recovery phase (trough to zero cumulative return). The maximum awwn w–24.00%, with a awwn perioof four months. Given the 10-yetime frame, the portfolio recoverequickly from its maximum loss. 老师,这两个概念请下,1、begto recover是指portfolio亏损已全部恢复到0了还是指组合开始有盈利时(但是portfolio仍然处于亏损状态)就算开始recover?2、maximum awwn是指累计亏损到达24%还是指下跌过程中某一次的下跌幅度是24%?

2025-03-03 13:09 1 · 回答

NO.PZ2020020202000020 over the 10-yeperio the average maximum loss w–24.00%. a significant loss onpersistefor four months before the portfolio begto recover. A is correct. Maximum awwn is the cumulative peak-to-trough loss ring a continuous perio awwn ration is the tottime from the start of the awwn until the cumulative awwn recovers to zero, whicsegmenteinto the awwn phase (start to trough) anthe recovery phase (trough to zero cumulative return). The maximum awwn w–24.00%, with a awwn perioof four months. Given the 10-yetime frame, the portfolio recoverequickly from its maximum loss.C错在哪呢 是不是太绝对了 

2022-01-23 06:15 1 · 回答

A说的loss,但是回撤的话不一定会发生loss。有可能在portfolio上涨了5倍以后,发生了24%的回撤,但是这个时候portfolio还是处于赚钱的状态。所以感觉a也不是很准确。

2020-06-21 11:34 1 · 回答

over the 10-yeperio the average maximum loss w–24.00%. a significant loss onpersistefor four months before the portfolio begto recover. A is correct. Maximum awwn is the cumulative peak-to-trough loss ring a continuous perio awwn ration is the tottime from the start of the awwn until the cumulative awwn recovers to zero, whicsegmenteinto the awwn phase (start to trough) anthe recovery phase (trough to zero cumulative return). The maximum awwn w–24.00%, with a awwn perioof four months. Given the 10-yetime frame, the portfolio recoverequickly from its maximum loss.请问这个题b和c为啥错。awwn不就是从一开始到恢复吗。那我觉得c对呀。

2020-05-14 16:56 1 · 回答