What is the different between relative drawdown and maximal

 

hi


what is the  different between relative drawdown and maximal?

its look like both calculate same and give a same result

 
nati2009:

hi


what is the  different between relative drawdown and maximal?

its look like both calculate same and give a same result

Relative drawdown is based on percentage, max drawdown is based on nominal. For safety, the best to analyze is relative drawdown because its calculation is based on percentage of balance. Correct me if i'm wrong.