3Sem.
when @epi sees the max. DD in relation to the CAGR, it falls right off the stool ;-)
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3Sem.
@Krush82 60%maxDD!? But I know strategies that get a triple-digit CAGR for that. On the other hand - with the ACWI you only get 7%pa. 😅
I wouldn't want to go above 25% maxDD for a 25% CAGR.
Perhaps the strategy can be combined with dual momentum? That should then work with a Sharpe ratio above 1.2. 🤔
I wouldn't want to go above 25% maxDD for a 25% CAGR.
Perhaps the strategy can be combined with dual momentum? That should then work with a Sharpe ratio above 1.2. 🤔
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