DrawdownPeak | R Documentation |
Drawdawn peak is for each return its drawdown since the previous peak
DrawdownPeak(R)
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
data(assetReturns)
R=assetReturns[, -29]
# Not run
# DrawdownPeak(R)
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