๋“œ๋กœ๋‹ค์šด (Drawdown) ์ •์˜

๋“œ๋กœ๋‹ค์šด์€ ์ผ์ • ๊ธฐ๊ฐ„ ๋™์•ˆ ๊ณ„์ขŒ ์ž”๊ณ  ๋˜๋Š” ์ž์‚ฐ ๊ฐ€์น˜๊ฐ€ ๊ณ ์ ์—์„œ ์ €์ ๊นŒ์ง€ ํ•˜๋ฝํ•œ ํญ์„ ์˜๋ฏธํ•ฉ๋‹ˆ๋‹ค. ์ด๋Š” ๊ฑฐ๋ž˜ ๊ณ„์ขŒ๊ฐ€ ์ด์ „ ๊ณ ์ ์—์„œ ํšŒ๋ณตํ•˜๊ธฐ ์ „๊นŒ์ง€ ์–ผ๋งˆ๋‚˜ ํ•˜๋ฝํ–ˆ๋Š”์ง€๋ฅผ ๋ณด์—ฌ์ค๋‹ˆ๋‹ค.

๋“œ๋กœ๋‹ค์šด์€ ๋ณดํ†ต ๊ณ„์ขŒ์˜ ์ตœ๊ณ  ๊ฐ€์น˜ ๋Œ€๋น„ ๋ฐฑ๋ถ„์œจ๋กœ ํ‘œ์‹œ๋ฉ๋‹ˆ๋‹ค. ๋“œ๋กœ๋‹ค์šด์ด ํด์ˆ˜๋ก ์†์‹ค ํญ์ด ๋” ๊นŠ๋‹ค๋Š” ๋œป์ด๋ฉฐ, ๋” ๊นŠ์€ ์†์‹ค์ผ์ˆ˜๋ก ์ด์ „ ๊ณ ์ ์œผ๋กœ ๋Œ์•„๊ฐ€๊ธฐ ์œ„ํ•ด ๋” ํฐ ์ˆ˜์ต์ด ํ•„์š”ํ•ฉ๋‹ˆ๋‹ค.

๋“œ๋กœ๋‹ค์šด์€ ๋‹จ์ผ ๊ฑฐ๋ž˜์˜ ์†์‹ค์ด ์•„๋‹ˆ๋ผ ๊ณ ์ ์—์„œ์˜ ํ•˜๋ฝ ํญ์„ ์ธก์ •ํ•ฉ๋‹ˆ๋‹ค. ํ•œ ๋ฒˆ์˜ ๊ณ ์ -์ €์  ํ•˜๋ฝ์ด ํ•˜๋‚˜์˜ ๋“œ๋กœ๋‹ค์šด์ด๋ฉฐ, ์ „์ฒด ๊ธฐ๊ฐ„ ์ค‘ ๊ฐ€์žฅ ํฐ ํ•˜๋ฝ์€ ์ตœ๋Œ€ ๋“œ๋กœ๋‹ค์šด์ด๋ผ๊ณ  ํ•ฉ๋‹ˆ๋‹ค. ํŠธ๋ ˆ์ด๋”๋“ค์€ ์ด ์ˆ˜์น˜๋ฅผ ์‚ฌ์šฉํ•ด ๋ฆฌ์Šคํฌ ๊ทœ๋ชจ๋ฅผ ์ •ํ•˜๊ณ  ํฌ์ง€์…˜ ํ•œ๋„๋ฅผ ์„ค์ •ํ•ฉ๋‹ˆ๋‹ค.

๋“œ๋กœ๋‹ค์šด (Drawdown) ์˜ˆ์‹œ

๊ณ„์ขŒ๊ฐ€ USD 10,000๊นŒ์ง€ ์ƒ์Šนํ•œ ๋’ค USD 8,000์œผ๋กœ ํ•˜๋ฝํ•ฉ๋‹ˆ๋‹ค.

๋“œ๋กœ๋‹ค์šด์€ ๋‹ค์Œ๊ณผ ๊ฐ™์Šต๋‹ˆ๋‹ค:

USD 10,000 - USD 8,000 = USD 2,000

๊ณ ์  ๋Œ€๋น„ ๋ฐฑ๋ถ„์œจ๋กœ๋Š”:

USD 2,000 โˆšโˆ‘ USD 10,000 โˆšรณ 100 = 20%

์ด ๊ณ„์ขŒ๋Š” ํšŒ๋ณต์ด ์ผ์–ด๋‚˜๊ธฐ ์ „ 20% ๋“œ๋กœ๋‹ค์šด ์ƒํƒœ์— ์žˆ์Šต๋‹ˆ๋‹ค.