Calculate Drawdown

Calculate the drawdown series from an equity curve or returns.

Usage

calc_drawdown(equity_curve = NULL, returns = NULL)

Arguments

equity_curve

Numeric vector of equity values

returns

Numeric vector of returns

Value

Numeric vector of drawdown values (negative values)

Examples

if (FALSE) { # \dontrun{
equity <- c(100, 105, 110, 108, 115, 112, 120)
drawdowns <- calc_drawdown(equity_curve = equity)
} # }