Maximum Drawdown

Version 1.0.0.0 (1.27 KB) by Andreas Bonelli
Maximum relative drawdown of time-series data
2.7
(3)
2.8K Downloads
Updated 2 Aug 2007

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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.

Cite As

Andreas Bonelli (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/15798-maximum-drawdown), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Maximum Drawdown

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Version Published Release Notes
1.0.0.0