DrawdownPeak: Drawdawn peak of the return distribution

Description Usage Arguments Author(s)

Description

Drawdawn peak is for each return its drawdown since the previous peak

Usage

1

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

...

any other passthru parameters

Author(s)

Matthieu Lestel


PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.