Maximum Drawdown
Version 1.0.0.0 (597 Bytes) by
Andreas Steiner
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
5.4K Downloads
Updated
16 Mar 2006
No License
Maximum drawdown can be defined as the largest drop from a peak to a bottom in a certain time period. This MATLAB function calculate max drawdown value, start and end of max drawdown period as well as the end of the recovery period (if any).
Cite As
Andreas Steiner (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R14SP2
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Code Generation > Embedded Coder > Code Generation from MATLAB Code > Code Replacement Customization > Fixed-Point Operator Replacement >
Find more on Fixed-Point Operator Replacement in Help Center and MATLAB Answers
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Inspired: Maximum Drawdown
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Version | Published | Release Notes | |
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1.0.0.0 |