Maximum Drawdown

Versione 1.0.0.0 (1,27 KB) da Andreas Bonelli
Maximum relative drawdown of time-series data
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2,8K download
Aggiornato 2 ago 2007

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This function returns the maximum relative drawdown of time-series data, as well as the start and end indices of the period when this drawdown was experienced.

Cita come

Andreas Bonelli (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/15798-maximum-drawdown), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2007a
Compatibile con qualsiasi release
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Ispirato da: Maximum Drawdown

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Versione Pubblicato Note della release
1.0.0.0