AverageLength

an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns

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Similar to <code><a rd-options="" href="/link/AverageDrawdown?package=PerformanceAnalytics&version=2.0.4" data-mini-rdoc="PerformanceAnalytics::AverageDrawdown">AverageDrawdown</a></code>, which calculates the average depth of drawdown, this function calculates the average length of the drawdowns observed.

PerformanceAnalytics

AverageLength function

Similar to <code><a rd-options='' href='AverageDrawdown'>AverageDrawdown</a></code>, which calculates the average depth of drawdown, this function calculates the average length of the drawdowns observed.

AverageLength: Calculates the average length (in periods) of the observed drawdowns.

Description

Usage

Arguments