drawdown: The Three Biggest Drawdowns in the portfolio

Description Usage Arguments Details Value

View source: R/drawdown.R


Show the top 3 drawdowns including start and end dates, as well as decrease in returns during the drawdown period. All the information will be returned in a table, with all the numbers properly formatted.





A data frame with date and return columns


If the data set is not big enough that there are fewer drawdowns than required by the user, the function will throw NA's into the table so that the table will still contain as many rows as the user demands.


A data frame that contains the starting date, end date and values of the three biggest drawdowns.

backtestGraphics documentation built on May 29, 2017, 3:11 p.m.

Search within the backtestGraphics package
Search all R packages, documentation and source code