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Results tagged with drawdown
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user 27438
The cumulative decline in price or value after a series of consecutive decreases or from a relative peak to a relative trough. The duration for a drawdown can be as noteworthy as its magnitude.
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In R, Performance Analytics package, chart.Drawdown, plot several drawdowns curves on the sa...
I know how to plot one drawdown curve using:
chart.Drawdown(R, geometric = TRUE, legend.loc = NULL, colorset = (1:12))
Is it possible to plot several curves? Can someone help me on that? Best. …
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