Represents warrants to purchase shares of Class A Common Stock previously acquired as part of a unit consisting of one share of Class A Common Stock and one warrant as follows: 644,056 by Mudrick Opportunity Fund 1,503,553 by Mudrick Drawdown Fund II 622,249 by Mudrick Drawdown Fund II SC and 452,364 by the Managed Accounts. The Company’s share of the change in the net asset value of SILP for the three months ended Mawas income of $30.8 million, and shown in the caption “Income (loss) from investment in related party investment fund” in the Company’s condensed consolidated statements of operations. If a Member or a potential beneficiary has so requested in writing, the Trustee may in its absolute discretion retain a deceased Member's Individual Account (or part of it) in the Scheme as a Drawdown Fund for one or more of the Member's Survivors. If a Member is to receive Drawdown, the Trustee must first transfer the relevant part of his or her Uncrystallised Fund to a Drawdown Fund for the Member. The amount applied to provide the Pension Benefits shall be deducted from the Member's Uncrystallised Fund (or, in the case of Drawdown, Drawdown Fund), reducing accordingly the amount that can be used to provide other benefits in respect of him or her. Roman, "Maximum Drawdown Distributions with Volatility Persistence", working paper, 2005.This may be a Drawdown Fund provided by the Scheme or an equivalent arrangement provided outside the Scheme. Steiner, Andreas, "Ambiguity in Calculating and Interpreting Maximum Drawdown," working paper (December), 2010.Atiya, "Maximum Drawdown", Risk Magazine (October), 2004. Kim, Daehwan, "Relevance of Maximum Drawdown in the Investment Fund Selection Problem when Utility is Nonadditive", working paper (July), 2010.
#Drawdown meaning in finance serial#
T., "Maximum Drawdowns of Hedge Funds with Serial Correlation", Journal of Alternative Investments (vol 8, no 4) (Spring), pp. 26–38, 2006. Hoesli, "The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited", working paper (June 24), 2003. Zhou, "Optimal Investment Strategies for Controlling Drawdowns", Mathematical Finance 3, pp. 241–276, 1993. Mahmoud, "On a Convex Measure of Drawdown Risk", working paper, Center for Risk Management Research, UC Berkeley, 2014. Eckholdt, H., "Risk Management: Using SAS to Model Portfolio Drawdown, Recovery and Value at Risk" (February), 2004.Liu, "Understanding Drawdowns", working paper, Carr Futures (September 4), 2003 International Journal of Theoretical and Applied Finance. "Drawdown Measure in Portfolio Optimization" (PDF). ^ Chekhlov, Alexei Uryasev, Stanislav Zabarankin, Michael (2005)."Portfolio Optimization with Drawdown Constraints" (PDF). ^ Chekhlov, Alexei Uryasev, Stanislav Zabarankin, Michael (2003)."On the Maximum Drawdown of a Brownian Motion" (PDF). MDD ( T ) = max τ ∈ ( 0, T ) D ( τ ) = max τ ∈ ( 0, T ) is a vector of portfolio returns, that is defined by:
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