Creating 5 Year Rolling MAR Ratio.

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Anon9001
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Joined: Fri Dec 20, 2019 8:28 am
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Creating 5 Year Rolling MAR Ratio.

Post by Anon9001 »

The numerator part of MAR Ratio will be 5 year rolling return and denominator will be max drawdown of full time period. So the denominator part of Rolling 5 Year MAR Ratio will stay constant. Is this correct?
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