Maximum Drawdown

Maximum relative drawdown of time-series data

Version 1.0.0 (1.24 KB)
2.8K Downloads
(3)
2 Aug 2007
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Cite As

Andreas Bonelli (2026). Maximum Drawdown (https://in.mathworks.com/matlabcentral/fileexchange/15798-maximum-drawdown), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Maximum Drawdown

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

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  • Install in MATLAB

    Requires R2026b and later. Learn more