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This Performance Visualizer adds the ability to display Drawdown on percentage basis.

(To display drawdown based on closed equity, see related visualizer: Closed equity drawdown (%).)

Image

  • Applies to Portfolio Simulation only.
  • Displays Average Drawdown as a moving average with configurable lookback period and line color. The line can be configured or made hidden in the right-click context menu.
  • Depending on a highlighted line when mousing over the chart, a tooltip will display detailed information:

"Drawdown -x.x%
as of m/d/y h:m"

"Average Drawdown (period) -x.x%
as of m/d/y h:m"

Known issues

  • Because ZedGraph is not TeeChart, it handles zoom and un-zoom events in a different manner. If you try to un-zoom the good old Wealth-Lab way (click and drag backwards), you'll just zoom the chart even more. To unzoom, simply double-click on the chart, or use a special context menu "Unzoom" that restores scale to default.

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes.

Used under license from FMR Corp. Copyright 2008 FMR Corp. All rights reserved.


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