# Drawdowns

##### Find the drawdowns and drawdown levels in a timeseries.

`findDrawdowns`

will find the starting period, the ending period, and
the amount and length of the drawdown.

##### Usage

`Drawdowns(R, geometric = TRUE, ...)`findDrawdowns(R, geometric = TRUE, ...)

##### Arguments

- R
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

- …
any other passthru parameters

##### Details

Often used with `sortDrawdowns`

to get the largest drawdowns.

`Drawdowns`

will calculate the drawdown levels as percentages, for use
in `chart.Drawdown`

.

Returns an unordered list:

return depth of drawdown

from starting period

to ending period

length length in periods

##### References

Bacon, C. *Practical Portfolio Performance Measurement and
Attribution*. Wiley. 2004. p. 88

##### See Also

`sortDrawdowns`

`maxDrawdown`

`sortDrawdowns`

`table.Drawdowns`

`table.DownsideRisk`

`chart.Drawdown`

##### Examples

```
# NOT RUN {
data(edhec)
findDrawdowns(edhec[,"Funds of Funds", drop=FALSE])
sortDrawdowns(findDrawdowns(edhec[,"Funds of Funds", drop=FALSE]))
# }
```

*Documentation reproduced from package PerformanceAnalytics, version 2.0.4, License:*