Calculate Maximum Drawdown

Calculate the maximum drawdown (most negative point).

Usage

calc_max_drawdown(equity_curve = NULL, returns = NULL)

Arguments

equity_curve

Numeric vector of equity values

returns

Numeric vector of returns

Value

Numeric value representing maximum drawdown (negative value)

Examples

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