constant mix = concave? CPPI = convex? i know what the strategies are and what the graphs look like, but i keep getting the terms mixed up…

you got it correct… buy and hold is a diaganoal line…

You got it.

Not sure if this will help but I always think of the term I’ve coined “constant-cave”, meaning constant mix = concave strategy. Since I know that CPPI is the opposite, then I always know that CPPI is a convex strategy. Hope this helps!

I also get mixed upwith this. constant mix graph looks convex to me than concave. if the two portions converge(imagine eye), it is convex as far as I know. I just go by the opposite of what my initial hunch is…