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There are also seven Max Drawdown measures available for the period that provided the Max Drawdown or the Max Drawdown Duration. These are two different drawdown periods. Max Drawdown identifies the period associated with the largest percentage drop in return and recovery. Max Drawdown Duration identifies the longest drawdown period and recovery regardless of the percentage drop in return.

The five new measures for Max Drawdown period are:

• Max Drawdown Start Date
• Max Drawdown Date
• Max Drawdown Recovery Date
• Max Drawdown Period Count
• Max Drawdown Recovery Period Count

The two new measures for Max Drawdown Duration period are:

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The eight Active Drawdown risk measures are:

• Active Max Drawdown Date
• Active Max Drawdown Duration Period Count
• Active Max Drawdown Duration Start and End
• Active Max Drawdown Period Count
• Active Max Drawdown Recovery Date
• Active Max Drawdown Recovery Period Count
• Active Max Drawdown Start Date
• Active Maximum Drawdown

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Use Benchmark Returns as Target Returns for Target Downside Measures

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