We are aware of selected portfolios with wrongly reported metrics in connection with stock splits and are working on remediation of the issue
Primarily affected measures:
- Max Drawdown
- Calmar Ratio (dependent on Max Drawdown)
- Recovery Ratio (dependent on Max Drawdown)
Unaffected measures:
- Annualized return
- Volatility*
- Sharpe Ratio*
* A deviation from the real value might show in games played over a small timespan
We have implemented a workaround that calculates the maximum drawdown based on end-of-day performance. This mitigates calculation errors to some degree, but may result in a slight deviation from the real value, as it ignores intra-day changes.
We are continuing to work on resolving the root cause of the issue.
We have identified affected portfolios and continue to work on a fix.
