Maximum Drawdown
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
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Cite As
Andreas Steiner (2026). Maximum Drawdown (https://uk.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Maximum Drawdown
General Information
- Version 1.0.0 (615 Bytes)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
