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CWM - Portfolio Construction Theory > Formulas > Flashcards

Formulas Flashcards

1
Q

What is the formula for maximum drawdown?

A

(Low Value - Peak Value) / Peak Value

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2
Q

How do you calculate Active Share?

A

1) Calculate absolute difference in weightings
2) Sum
3) Divide by 2

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CWM - Portfolio Construction Theory (13 decks)

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