cv.drawdown: Largest draw down of returns
In PMmisc: P&M Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Calculate largest draw down of a series of returns. This function calculates the maximum
decrease in percentage over time, which can be used to test portfolio returns.
Usage
1
cv.drawdown(x)
Arguments
x
: a numeric vector of returns
Examples
1
2
3
# rnorm() is used to simulate portfolio returns
returns <- rnorm(100)
cv.drawdown(returns)
PMmisc documentation built on May 1, 2019, 9:57 p.m.
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Description Usage Arguments Examples
Description
Calculate largest draw down of a series of returns. This function calculates the maximum decrease in percentage over time, which can be used to test portfolio returns.
Usage
1 | cv.drawdown(x)
|
Arguments
x |
: a numeric vector of returns |
Examples
1 2 3 | # rnorm() is used to simulate portfolio returns
returns <- rnorm(100)
cv.drawdown(returns)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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