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Follow Us on TwitterAverage 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:
- Barclay Ratio definition
- Program Fund Category definition
- Efficiency Index definition
- High Water Mark definition
- Equity Hedge definition
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