Webinar – Using Maximum Drawdown as a Risk Measure in Multi-Asset Portfolios – Oct 4

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Date/Time
Date(s) - 10/04/17
12:00 pm - 1:00 pm

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Adina Grigoriu, Co-Founder & CEO, Active Asset Allocation – Standard risk measures, such as Volatility or Value-at-Risk (VaR), provide only limited information about the risk your portfolio is exposed to. In this talk, we explain how Maximum Drawdown can compliment, and possibly even replace, standard risk metrics such as Volatility and VaR. Because Maximum Drawdown represents the worst loss suffered by a portfolio from its previous highest point, it focuses squarely on the most important risk investors’ face: losing some or all of their capital. We will discuss the benefits that drawdown management can bring to both investors and fund managers, and what funds are suited for this strategy.

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