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« Recession Watch: CEO Roundtable | Main | The Risk Challenge »

September 19, 2006



2.5 standard deviations, huh? So he'd run into "serious problems" in about 1% of the time, roughly twice each year.


I would risk mid-term catastrophic failure for a few months only if the short-term returns were fantastic, say 100% every quarter, and even then it would only be with a relatively small proportion of my account. But to enter into a strategy with only 18% upside but 100% drawdowns seems, um, shortsighted.

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