Maximum Drawdown

Versione 1.0.0.0 (597 Byte) da Andreas Steiner
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
3.2
(5)
5,4K download
Aggiornato 16 mar 2006

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Maximum drawdown can be defined as the largest drop from a peak to a bottom in a certain time period. This MATLAB function calculate max drawdown value, start and end of max drawdown period as well as the end of the recovery period (if any).

Cita come

Andreas Steiner (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R14SP2
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
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Ispirato: Maximum Drawdown

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Versione Pubblicato Note della release
1.0.0.0