an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns
geometric
utilize geometric chaining (TRUE) or
simple/arithmetic chaining (FALSE) to aggregate returns,
default TRUE
colorset
color palette to use, set by default to
rational choices
legend.loc
places a legend into one of nine
locations on the chart: bottomright, bottom, bottomleft,
left, topleft, top, topright, right, or center.
...
any other passthru parameters
Details
Any time the cumulative returns dips below the maximum
cumulative returns, it's a drawdown. Drawdowns are
measured as a percentage of that maximum cumulative
return, in effect, measured from peak equity.