PMmisc (version 0.1.0)

fdrawdown: Largest draw down of returns

Description

Calculate largest draw down of a series of returns. This function calculates the maximum decrease in percentage over time, which can be used to test portfolio returns.

Usage

fdrawdown(x)

Arguments

x

: a numeric vector of returns

Examples

# NOT RUN {
fdrawdown(rnorm(100))
# }