AlternativeSoft - Quant Insight: Rachev Ratio, How Is It Calculated, and Does It Help to Prevent Drawdowns?
AlternativeSoft - Quant Insight: Rachev Ratio, How Is It Calculated, and Does It Help to Prevent Drawdowns? This press release features multimedia. View the full release here: https://www.businesswire.com/news/home/20210601005202/en/ (Graphic: Business Wire) Rachev ratio is a useful statistic that divides the average of right tail (extreme positive) returns by the average of left tail (extreme negative) returns at given percentiles equidistant from the mean. It goes without saying that the lower this ratio is, the higher is the probability of extreme gains relative to extreme losses. (assumin...
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