max_drawdown: Maximum Drawdown
In maxto/qapi: Low-level functions for quantitative analysis
max_drawdown R Documentation
Maximum Drawdown
Description
Return the maximum drawdown from asset returns
Usage
max_drawdown(x, is_geom = TRUE)
Arguments
x
asset returns
is_geom
TRUE geometric, FALSE simple
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,-0.014,-0.024,0.015,0.066,-0.014,0.039)
max_drawdown(xx)
maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.
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| max_drawdown | R Documentation |
Maximum Drawdown
Description
Return the maximum drawdown from asset returns
Usage
max_drawdown(x, is_geom = TRUE)
Arguments
x |
asset returns |
is_geom |
TRUE geometric, FALSE simple |
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,-0.014,-0.024,0.015,0.066,-0.014,0.039)
max_drawdown(xx)
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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