Description Usage Arguments Author(s)
Similar to AverageDrawdown
, which calculates the average depth of drawdown, this function calculates the average length of the recovery period of the drawdowns observed.
1 | AverageRecovery(R, ...)
|
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Peter Carl
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