Drawdown

Drawdown in Cryptoland

Overview Crypto currencies have historically gone through extreme drawdowns. In this short post, we explore how the recent sell-off in crypto compares with the drawdowns observed historically. For the rest of this piece, we use the term “DD” to refer to drawdowns.

Drawdown do Ibovepsa - Como calcular Drawdown anualizado e histórico

Fatores de Risco Drawdown é uma medida que mensura a queda máxima em relação a um topo anterior. Portanto iremos calcular no post 2 drawdowns: o drawdown em cada momento (t) e o drawdown anualizado, nas seguintes formulas: