| DrawdownPeak {PerformanceAnalytics} | R Documentation |
Drawdawn peak of the return distribution
Description
Drawdawn peak is for each return its drawdown since the previous peak
Usage
DrawdownPeak(R, ...)
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Author(s)
Matthieu Lestel
[Package PerformanceAnalytics version 2.0.4 Index]