Author Topic: How are you calculating/accumulating the search statistics?  (Read 5064 times)

Thomas Carlson

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How are you calculating/accumulating the search statistics?
« on: April 27, 2014, 06:12:52 pm »
On the site, for statistics such as CAGR, DD, etc., over the 10 year and 5 year horizon....are you taking the average (or median, max, min, etc) over each individual occurrences, or by year?  And if the answer is "by year", how do you go about accumulating the statistics for a year?  Thanks for your help.

Tom C

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Re: How are you calculating/accumulating the search statistics?
« Reply #1 on: May 01, 2014, 09:41:20 am »
Hello,

for max dd - we just take the worst dd over the whole period.

CAGR is calculated as an average, using the regular formula for the whole period:
http://en.wikipedia.org/wiki/Compound_annual_growth_rate