maxDrawdown: Maximum Drawdown
In LSPM: The Leverage Space Portfolio Modeler
Description
Usage
Arguments
Value
Author(s)
Description
Calculate the maximum drawdown of a lsp object
Usage
1
maxDrawdown(lsp, sort=FALSE, geometric=TRUE)
Arguments
lsp
A lsp object.
sort
If FALSE (the default), maximum drawdown is
calculated using the returns in the order provided; if TRUE,
returns are sorted to reflect the worst possible maximum drawdown.
geometric
Use log returns?
Value
The maximum drawdown percentage.
Author(s)
Joshua Ulrich
LSPM documentation built on May 2, 2019, 5:54 p.m.
R Package Documentation
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Description Usage Arguments Value Author(s)
Description
Calculate the maximum drawdown of a lsp object
Usage
1 | maxDrawdown(lsp, sort=FALSE, geometric=TRUE)
|
Arguments
lsp |
A |
sort |
If |
geometric |
Use log returns? |
Value
The maximum drawdown percentage.
Author(s)
Joshua Ulrich
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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