DrawdownPeak: Drawdawn peak of the return distribution
In braverock/PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis
DrawdownPeak R Documentation
Drawdawn peak of the return distribution
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
DrawdownPeak(R, ...)
Arguments
R
an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns
...
any other passthru parameters
Author(s)
Matthieu Lestel
braverock/PerformanceAnalytics documentation built on Feb. 16, 2024, 5:37 a.m.
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| DrawdownPeak | R Documentation |
Drawdawn peak of the return distribution
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
DrawdownPeak(R, ...)
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Author(s)
Matthieu Lestel
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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