worst_drawdowm: Calculate worst peak to trough loss
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
View source: R/QuantAnalysis.R
Description
Calculate worst peak to trough loss
Usage
1
worst_drawdowm(ret)
Arguments
ret
data.frame containing returns
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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View source: R/QuantAnalysis.R
Description
Calculate worst peak to trough loss
Usage
1 | worst_drawdowm(ret)
|
Arguments
ret |
data.frame containing returns |
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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