chart.Drawdown

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

generate geometric (TRUE) or simple (FALSE) returns, default TRUE

geometric

color palette to use, set by default to rational choices

colorset

places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.

legend.loc

A time series chart demonstrating drawdowns from peak equity attained through time, calculated from periodic returns.

Collection of econometric functions for performance and
        risk analysis. This package aims to aid practitioners and
        researchers in utilizing the latest research in analysis of
        non-normal return streams.  In general, it is most tested on
        return (rather than price) data on a regular scale, but most
        functions will work with irregular return data as well, and
        increasing numbers of functions will work with P&L or price
        data where possible.

chart.Drawdown: Time series chart of drawdowns through time

Description

Usage

Arguments

Details

See Also

Examples