Search for: Log InStatistics (MaxDD, Volatility)Home › Forums › Logical Invest Forum › Statistics (MaxDD, Volatility)This topic has 2 replies, 2 voices, and was last updated 4 years, 5 months ago by alimcor.Viewing 3 posts - 1 through 3 (of 3 total)AuthorPosts 05/31/2020 at 12:24 pm #78884 alimcorParticipantHi, the statistics (MaxDD, Volatility) shown for each strategy and for the portfolios are with EOM (end of month) or EOD (end of day) data? Thanks 05/31/2020 at 3:49 pm #78893 Alex @ Logical InvestKeymasterAll statistics are calculated with daily data, so EOD. The MaxDD is the true daily drawdown, not the “realized” which only takes rebalance days into account. 05/31/2020 at 4:28 pm #78894 alimcorParticipantPerfect, thanksAuthorPostsViewing 3 posts - 1 through 3 (of 3 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In