Last chance! 50% off unlimited learning
Sale ends in
Drawdawn peak is for each return its drawdown since the previous peak
DrawdownPeak(R)an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
data(assetReturns)
R=assetReturns[, -29]
# Not run
# DrawdownPeak(R)
Run the code above in your browser using DataLab