---
title: "最大回撤 · 52etf.net"
kind: "term"
url: "https://52etf.net/tags/%E6%9C%80%E5%A4%A7%E5%9B%9E%E6%92%A4/"
markdown_url: "https://52etf.net/tags/%E6%9C%80%E5%A4%A7%E5%9B%9E%E6%92%A4/index.md"
content_signal: "search=yes, ai-input=yes, ai-train=no"
---

# 最大回撤 — Markdown for Agents (term)
- **[2026-10-25] [跨资产再平衡阈值矩阵、最大回撤(MaxDD)与参数法VaR/流动性覆盖率(LCR)数学公式](https://52etf.net/07-tools-strategy/rebalance-var-risk-management-formulas/index.md)**
  - Summary: 5/25再平衡带宽法则 | 95%/99%参数法VaR = μ×√T - Z×σ×√T | 应急流动性覆盖率 LCR = 高流动短债货币 / 12个月支出
  - Primary Source: https://www.portfoliovisualizer.com/asset-correlations
  - Backup Source: https://www.portfoliovisualizer.com/monte-carlo-simulation
  - Tags: `#策略工具` `#再平衡阈值` `#VaR` `#最大回撤` `#风险管理`