DrawdownPeak: Drawdawn peak of the return distribution
In cloudcell/PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis
Description
Usage
Arguments
Author(s)
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
1
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
cloudcell/PerformanceAnalytics documentation built on May 13, 2019, 8:01 p.m.
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Description Usage Arguments Author(s)
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
1 | 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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