Maximum Drawdown
版本 1.0.0.0 (1.3 KB) 作者:
Andreas Bonelli
Maximum relative drawdown of time-series data
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.
引用格式
Andreas Bonelli (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/15798-maximum-drawdown), MATLAB Central File Exchange. 检索来源 .
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参考作品: Maximum Drawdown
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