Thanks Tech.
I had a look on reefcap, and it seems that the system did stop all trades out.
The end drawdown seemed to be larger than predicted (from memory 26% rather than sub 20%), but this was offset by the overall return being at the top end of expected returns.
Take this impression with a grain of salt, as it was from a quick look at the results this morning.
However, it does seem a reasonable conclusion considering the massive bull market followed by swift crisis.
Cheers,
Mark.
I had a look on reefcap, and it seems that the system did stop all trades out.
The end drawdown seemed to be larger than predicted (from memory 26% rather than sub 20%), but this was offset by the overall return being at the top end of expected returns.
Take this impression with a grain of salt, as it was from a quick look at the results this morning.
However, it does seem a reasonable conclusion considering the massive bull market followed by swift crisis.
Cheers,
Mark.