Maximum Drawdown 1.0

Date Added: March 29, 2013 | Visits: 416

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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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