Daily VaR to Drawdown Limit - whats your ratio
For L/S or macro pods, what is your given daily VaR to max drawdown ratio? Curious what the typical ones look like.
For example, daily VaR of 10M, and drawdown limit 20M.
Any color on if you have to have that much risk on each day, or at least close to it/some minimum level, also helpful.
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