Indicators, Signals and Portfolio Analytics·Lesson 19 of 38·21 min
Calculate cumulative returns, max drawdown, Sharpe ratio
This lesson is for enrolled learners
The concept in plain words A single number like "total return" hides almost everything that matters about how a strategy actually felt to hold. Three metrics together tell the real story. Cumulative return shows the growth of $1 invested over time — the equity curve. Drawdown tracks how far the equity curve has fallen from its most recent peak at……
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