calculate_drawdowns: Calculate Portfolio Drawdowns
In PortfolioTesteR: Test Investment Strategies with English-Like Code
calculate_drawdowns R Documentation
Calculate Portfolio Drawdowns
Description
Calculates drawdown series from portfolio values. Drawdown is the
percentage decline from the previous peak.
Usage
calculate_drawdowns(values)
Arguments
values
Numeric vector of portfolio values
Value
Numeric vector of drawdown percentages (negative values)
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| calculate_drawdowns | R Documentation |
Calculate Portfolio Drawdowns
Description
Calculates drawdown series from portfolio values. Drawdown is the percentage decline from the previous peak.
Usage
calculate_drawdowns(values)
Arguments
values |
Numeric vector of portfolio values |
Value
Numeric vector of drawdown percentages (negative values)
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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