In both q4 & 5, why C is not the answer?
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3 – In the case of a downturn, the PF is not generating return…it is losing return less than that of the benchmark ( Indicated by the Capture ratio>1)
4- Drawdown duration = Peak to Peak – time taken to fall and recover is 4 months. Doesn’t mean losses sustained for 4 months before it began to recover. Drawdown duration = Drawdown Period + Recovery period