mdd: Maximum Drawdown
In vandomed/stocks: Stock Market Analysis

Description Usage Arguments Value Examples

Calculates maximum drawdown from vector of closing prices, highs and lows, or gains. Missing values should be removed prior to calling this function.

1	mdd(prices = NULL, highs = NULL, lows = NULL, gains = NULL, indices = FALSE)

`prices`	Numeric vector of daily closing prices.
`highs`	Numeric vector of daily high prices.
`lows`	Numeric vector of daily low prices.
`gains`	Data frame with one column of gains for each investment (extra non-numeric columns are ignored), or numeric vector for one investment.
`indices`	Logical value for whether to include indices for when the maximum drawdown occurred.

Numeric value, vector, or matrix depending on indices and whether there is 1 fund or several.

## Not run: 
# Calculate MDD's for FANG stocks in 2018
prices <- load_prices(c("FB", "AAPL", "NFLX", "GOOG"), from = "2018-01-01", 
                      to = "2018-12-31")
sapply(prices[-1], mdd)

## End(Not run)