worst_n_drawdowns: Find the worst n drawdowns
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
Examples
View source: R/QuantAnalysis.R
Description
Find the worst n drawdowns
Usage
1
worst_n_drawdowns(fund, n = 5)
Arguments
fund
data.frame containing time-series of one asset
n
number of drawdowns to find
Value
with unique drawdowns start, end, and trough dates, and trough value
Examples
1
2
data(ETF)
worst_n_drawdowns(ret[, 1:2], n = 5)
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value Examples
View source: R/QuantAnalysis.R
Description
Find the worst n drawdowns
Usage
1 | worst_n_drawdowns(fund, n = 5)
|
Arguments
fund |
data.frame containing time-series of one asset |
n |
number of drawdowns to find |
Value
with unique drawdowns start, end, and trough dates, and trough value
Examples
1 2 | data(ETF)
worst_n_drawdowns(ret[, 1:2], n = 5)
|
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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