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XYZ Hedge Fund had a maximum yearly drawdown of 20%, while DEF Hedge Fund had a maximum yearly drawdown of 18%. What additional risk measure

XYZ Hedge Fund had a maximum yearly drawdown of 20%, while DEF Hedge Fund had a maximum yearly drawdown of 18%. What additional risk measure should be paired with the fund's drawdown to enhance the comparison of these two funds? Time to recovery Skew Kurtosis Maximum yearly peak levels

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