Max drawdown $ amount in the daily table for portfolios.
R
Ryan Pitylak
We often take on so much intraday heat that doesn’t show up easily in the historical daily data table.
Effectively it would be the minute of the day (would also be nice to know which minute) has the most loss (both realized and unrealized) for that day at that minute.
creen3
This is a great idea - it would be extremely helpful to know intraday drawdowns for our model portfolios!