Cumulative Drawdown

topic on 1 show · 1 statements across 1 episodes

Capital Allocators

1 statements about Cumulative Drawdown, every show

Future Fund manages risk using a three-year cumulative drawdown to protect taxpayers
“We think about risk in terms of the cumulative drawdown over a three year rolling period, because we think as a public fund, we've got a responsibility to the public and to the taxpayer, and the tolerance for bigger drawdowns over longer timeframes could be te…”
Raphael Arndt Sep 1, 2025 ▶ 20:11 CIO Greatest Hits: Sovereign Wealth Funds – Raphael Arndt (Australia Future Fund)

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