Maximum retracement is a risk indicator, which measures extreme risk and represents the maximum possible floating loss in the test interval. Here, it is a floating loss, not a loss.

What does it mean to withdraw funds from stocks?

The difference between the highest floating profit and the lowest profit after the price changes for a period of time. Simply put, it is the response index of the callback's impact on the market value of Fan. If you earn 20% at first, and then lose 10%, then your retreat is 30%, indicating that your technology is unstable. This indicator will be available in general competitions. okay

What does the biggest retracement of futures mean?

Maximum withdrawal rate: the maximum withdrawal rate of the yield at any historical point in the selected period when the net product value reaches the lowest point. Maximum retracement is used to describe the worst possible situation after purchasing a product. Maximum retracement is an important risk indicator, which is more important than volatility for hedge funds and quantitative strategy trading.

What does it mean to maximize the risk of the fund?

The maximum withdrawal of funds refers to the maximum rate of return decline when the net value of products reaches the lowest point in any period of time.

What is the withdrawal of funds?

You are very careful. Let me answer this question. The capital withdrawal rate is generally used together with rate of return on capital, which belongs to the category of capital profit-loss ratio. It is not enough to look at the rate of return on capital, but also at the rate of return on capital. If rate of return on capital is 85% and the withdrawal rate is 10%, then the ratio of income to withdrawal: rate of return on capital/capital withdrawal rate = 8.5 is ideal. The greater the ratio, the more it usually shows. If your money management ability can achieve this achievement within three years, congratulations, you are already a professional speculator.

Take profit-what does 20% of the maximum profit mean?

For example, the highest profit 100, 20% is the actual profit of 80!

The specific performance of the maximum withdrawal rate

The above is a noun explanation about the maximum withdrawal rate. The application of popular thinking in stock index futures fund product subscription can be understood as the following points. 1. Exit is used to measure the anti-risk ability of private placement products. The meaning of retracement refers to the maximum retracement rate at which the net value of a product falls from the highest point to the lowest point in a certain period, which is not necessarily (highest net value-lowest net value)/the net value of the highest point, but it may appear in a certain period of decline. The formula can be expressed as: D is the net value of a certain day, I is a certain day, J is the day after I, Di is the net value of the product on the first day, and Dj is the net value of the day after Di, that is, the maximum withdrawal rate drawdown=max(Di-Dj)/Di, which is actually to evaluate the withdrawal rate of each net value and then find out the maximum value. It can be realized by program. (On July 20th, 20 10, the initial net value was1; It coincides with the global stock market soaring when the United States launched QE2 on 20 10 and 10, and the net fund value increased to1.8; After that, the domestic stock market fluctuated violently. As of April 25th, 20 1 1 year, the net value of the Fund was 0.98. Suppose investors subscribe at the peak and redeem at the lowest tide after half a year, with a loss of 45.5%. This is the guiding significance of the maximum withdrawal rate to investors who chase after high prices. Withdrawal is used to describe the biggest loss that any investor may face. A fund product is measured by historical absolute returns, and its initial subscribers may always make money, but investors who subscribe at the best performance of private equity funds may not necessarily make money, and may even suffer huge losses. For example, when a fund product was established in 1 1 in October 2008, the initial net value of the Shanghai Composite Index was 1. In August 2009, when the Shanghai Composite Index rose to 3400, the net value reached 2. 1, which brought investors a return of 1 10%. During the three-year decline of 2009-20 12, the net value of the fund fell to 1.2. From the performance point of view, the fund still generates 20% income for investors, but if investors subscribe in August 2009, the loss will reach 42.8%, which is the maximum withdrawal rate of the fund. Generally speaking, paying attention to the maximum withdrawal rate of private equity funds can help investors understand the risk control ability of funds and know the biggest loss they face. Of course, while paying attention to the maximum withdrawal rate, we should also pay attention to the moving slope of the average net value of the fund. For example, the historical data of "Qilong Nonhuman Stock Index Futures Fund" to be issued by Qilong shows that the highest withdrawal rate is 49%, and the two-year income is 1 000%( 10 times). This kind of fund fully embodies the law of high risk and high return of hedge fund wealth management products. When investors heard that the highest withdrawal rate was 49%, they were almost booed; When drawing the yield curve, facing the growth of 10 times, the 49% retracement is no longer a problem. (After 20 1 1 April, the China stock market entered the overall short-selling era. 20 1 1, the index fell by 23%, and the simulated operating net value of Qilong non-human stock index futures fund increased to 4. 16. After entering 20 12, the market continued to fall 16. )。

What do you mean by maximum interest withdrawal and maximum profit and loss withdrawal in futures?

One is the extraction of principal, and the other is the extraction after profit. The first kind doesn't like to accept, and the second kind can endure.

What is the withdrawal rate of private equity funds?

The withdrawal rate is that only you lose money, which is more professional. For example, a private placement has changed from 2e to 1.2e, which means the withdrawal rate is 40%. Generally speaking, the maximum withdrawal rate is used more.

So what is the maximum withdrawal rate of funds?

Suppose I start to bid, and my capital is 10.000 USD. I made a deal to change my account to $20.000, and then I lost some money. The $20.000 becomes $65,438+$02.000. Then from $65,438+02,000 to $65,438+05,000, from $65,438+05,000 to $65,438+03,000, and finally from $65,438+03,000 to $265,438+.

Judging from this group of changes, my worst time was from $20.000 to $65,438+02.000.

In other words, my maximum withdrawal rate is 2W-1.2W/2w= 40%.

If, as I said above, you make money first and then have a cash withdrawal rate, then most people can accept it! But if there is a 40% withdrawal from the beginning, can the novice accept it? Is it acceptable for a novice to change 10.000 to 6000 at first?

I hope it helps you. If you are satisfied, send me some.

What does futures retracement mean?

Are you asking about the withdrawal of funds or technology from futures?

Technology or capital will not always move in a straight line in one direction, it must be curved. If it rises or falls to a certain extent (such as reaching the support point of the pressure level or the main force is willing to change), it will move in the opposite direction corresponding to the original direction, which is called retracement.

For example, if your capital is 10000 yuan, you made a mistake when you earned the principal of10.2 million, and lost 1K, which became1.10.0 million. This is called retracement; Copper, rising from 50,000 points to 60,000 points and falling back to 55,000 points, is also called retracement. .

The above is my personal understanding. I suggest not paying too much attention to nouns, which means nothing. If you are willing to study, you can study the withdrawal rate, that is, the degree of progress divided by the probability of reverse movement.