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Maximum Drawdown

Maximum Drawdown Download Summary

  • Language: Matlab
  • Platform: Windows / Linux / Mac OS / BSD / Solaris
  • License: Freeware
  • Databases: N/A
  • Downloads: 669
  • Released: Aug 14, 2007

Maximum Drawdown Description

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:

· MATLAB Release: R2007a

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