DrawdownPeak: Drawdawn peak of the return distribution

In tsungwu/JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics

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)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

  data(assetReturns)
	R=assetReturns[, -29]
# Not run
# DrawdownPeak(R)

tsungwu/JFE documentation built on May 10, 2022, 1:22 p.m.