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.
- Hurdle Rate definition
- Time Windows definition
- Drawdown Report definition
- Convertible Arbitrage definition
- Fixed Income Arbitrage definition