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Maximum Drawdown 1.0

  Date Added: March 29, 2013  |  Visits: 241

Maximum Drawdown

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Drawdown Experienced Function Indices Maximum Period Relative Returns Start Timeseries
Users rating: 0/10

License: Shareware Size: 10 KB
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