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Investment Strategies / Mechanical Investing
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Author: mungofitch 🐝🐝🐝🐝 SILVER
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Number: of 3959 
Subject: Re: A KISS sales growth screen
Date: 08/02/2023 7:28 PM
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No. of Recommendations: 4
What was the worst intra-year drawdown?

I don't have daily portfolio balances for it.
But looking only at balances on monthly snapshots, worst down-from-all-time-high drawdown was -62.7% and maximum time to get a new all time high was 34 months ending August 2003.

For drawdown-from-highest-point-in-prior-12-months, it was similar at -59% hit in October 2002.


The equivalent figures for the S&P 500 are -53.1% (from all time high) and -49.1% (from trailing 12 month high)
Not all that much better.
I didn't check the Nasdaq on those dates!

Jim
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