Drawdowns

two gray pencils on yellow surface

The NilssonReport has been augmented with Average Return and Current Drawdown for all the managers. The current drawdown measures the return for an unlucky investor that invested at the most recent peak and has it held since then. Remarkably, the average drawdown is 14% and less than 10% of the reporting funds are at highs.

Sign up for the NilssonData at NilssonHedge.com or access the Nilsson Report.

Photo by Joanna Kosinska on Unsplash

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Categories: NilssonHedge

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