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.

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Related Terms:

• Total Return definition
• Standard Deviation Monthly Returns definition
• Macro definition
• High Water Mark definition
• Short Selling definition

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