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This function returns the maximum relative drawdown of time-series data, as well as the start and end indices of the period when this drawdown was experienced.
Cite As
Andreas Bonelli (2026). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/15798-maximum-drawdown), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Maximum Drawdown
General Information
- Version 1.0.0.0 (1.27 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
