Arguments
R
an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns
weights
portfolio weighting vector, default NULL,
see Details
geometric
utilize geometric chaining (TRUE) or
simple/arithmetic chaining (FALSE) to aggregate returns,
default TRUE
invert
TRUE/FALSE whether to invert the drawdown
measure. see Details.
p
confidence level for calculation, default
p=0.95
...
any other passthru parameters