bbk.drawdown: bbk.drawdown

bbk.drawdownR Documentation

bbk.drawdown

Description

contiguous periods corresponding to max drawdown

Usage

bbk.drawdown(x)

Arguments

x

= a numeric vector

See Also

Other bbk: bbk.bin.rets.prd.summ, bbk.bin.rets.summ, bbk.bin.xRet, bbk.data, bbk.fwdRet, bbk.holidays, bbk.matrix, bbk.summ, bbk.turnover, bbk


vsrimurthy/EPFR documentation built on July 16, 2024, 9:58 p.m.