Maximum Drawdown

版本 1.0.0.0 (597 字节) 作者: Andreas Steiner
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
3.2
(5)
5.4K 次下载
更新时间 2006/3/16

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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).

引用格式

Andreas Steiner (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R14SP2
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版本 已发布 发行说明
1.0.0.0