Compute maximum drawdown for one or more price series

`MaxDD = maxdrawdown(Data)`

`MaxDD = maxdrawdown(___,Format)`

`[MaxDD,MaxDDIndex] = maxdrawdown(___)`

computes maximum drawdown for each series in an `MaxDD`

= maxdrawdown(`Data`

)`N`

-vector
`MaxDD`

and identifies start and end indexes of maximum
drawdown periods for each series in a `2`

-by-`N`

matrix `MaxDDIndex`

.

`[`

adds an optional output for `MaxDD`

,`MaxDDIndex`

] = maxdrawdown(___)`MaxDDIndex`

.

[1] Christian S. Pederson and Ted Rudholm-Alfvin. "Selecting a Risk-Adjusted
Shareholder Performance Measure." *Journal of Asset Management.*
Vol. 4, No. 3, 2003, pp. 152–172.