Search for: Log In Statistics (MaxDD, Volatility) Home › Forums › Logical Invest Forum › Statistics (MaxDD, Volatility) This topic has 2 replies, 2 voices, and was last updated 3 years, 11 months ago by alimcor. Viewing 3 posts - 1 through 3 (of 3 total) Author Posts 05/31/2020 at 12:24 pm #78884 alimcorParticipant Hi, 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 InvestKeymaster All 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 alimcorParticipant Perfect, thanks Author Posts Viewing 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 {{#message}}{{{message}}}{{/message}}{{^message}}Your submission failed. The server responded with {{status_text}} (code {{status_code}}). Please contact the developer of this form processor to improve this message. Learn More{{/message}}{{#message}}{{{message}}}{{/message}}{{^message}}It appears your submission was successful. Even though the server responded OK, it is possible the submission was not processed. Please contact the developer of this form processor to improve this message. Learn More{{/message}}Submitting…