Description Usage Arguments Details

`drawdown()`

calculates a vector of drawdowns. `drawdown_max()`

calculates
the single largest negative drawdown over the period of returns specified.

1 2 3 | ```
drawdown(.r, type = "arithmetic")
drawdown_max(.r, type = "arithmetic")
``` |

`.r` |
A vector of returns. |

`type` |
Either |

Drawdown is a measure of how long it takes to recoup losses after a fall from a previous high. The more negative the drawdown, the larger the loss. The longer it takes to get back to 0 drawdown, the longer you are "underwater."

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