Average Recovery Time (ART)
This is the average time in a recovery from a drawdown measured from the low point of the drawdown to a new peak. If a trading program is in an on-going drawdown, for purposes of calculating the ART we assume that the current drawdown is over.
- Efficiency Ratio definition
- Style Analysis definition
- Fixed Income Arbitrage definition
- Hurdle Rate definition
- Standard Deviation Monthly Returns definition