max_drawdown: Max Drawdown Return
In veldanie/SuraInvestmentAnalytics: Investment Analytics
max_drawdown R Documentation
Max Drawdown Return
Description
Estimates de covariance using weighted averages of products of past returns.
Usage
max_drawdown(per, w, series, type)
Arguments
per
Dates period.
w
Portfolio weights.
series
data frame series.
type
Type of returns: arithmetic (discrete) or log (continuous)
Value
Max Drawdown for particular period.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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| max_drawdown | R Documentation |
Max Drawdown Return
Description
Estimates de covariance using weighted averages of products of past returns.
Usage
max_drawdown(per, w, series, type)
Arguments
per |
Dates period. |
w |
Portfolio weights. |
series |
data frame series. |
type |
Type of returns: arithmetic (discrete) or log (continuous) |
Value
Max Drawdown for particular period.
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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