# Inferring the maximum drawdown depth for a different sample size

Let's say there's a trading system that has a 10 % chance of getting a maximum drawdown >= 50 % over a sample of 10000 trades.
My question:
Is there a way to infer from these numbers how big the maximum drawdown (also with a 10 % chance) could get over a sample of only 100 trades?

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Not without making some assumptions about the distribution of the trades. The only thing you can infer is that the maximum drawdown for 100 trades will be <= 50%. –  Joshua Ulrich Sep 1 '13 at 13:41
I see, thanks for the clarification. –  steven Sep 2 '13 at 16:30