DrawdownPeak: Drawdawn peak of the return distribution

Description Usage Arguments Author(s)

Description

Drawdawn peak is for each return its drawdown since the previous peak

Usage

1

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

...

any other passthru parameters

Author(s)

Matthieu Lestel


cloudcello/PerformanceAnalytics documentation built on May 13, 2019, 8:04 p.m.