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MATLAB Central > MATLAB Newsreader > Interpretation of emaxdrawdown results 

Subject: Interpretation of emaxdrawdown results From: Andreas Steiner Date: 16 Jul, 2011 18:56:09 Message: 1 of 5 
With the function emaxdrawdown, it is very easy to generate results larger than one. For example emaxdrawdown(0.05,0.25,30)=1.2206 
Subject: Interpretation of emaxdrawdown results From: Roger Stafford Date: 16 Jul, 2011 20:32:09 Message: 2 of 5 
"Andreas Steiner" wrote in message <ivsms9$5ef$1@newscl01ah.mathworks.com>... 
Subject: Interpretation of emaxdrawdown results From: Andreas Steiner Date: 16 Jul, 2011 21:11:08 Message: 3 of 5 
> However according to the documentation of 'emaxdrawdown', it can only 
Subject: Interpretation of emaxdrawdown results From: Roger Stafford Date: 16 Jul, 2011 23:05:13 Message: 4 of 5 
"Andreas Steiner" wrote in message <ivsupc$o2h$1@newscl01ah.mathworks.com>... 
Subject: Interpretation of emaxdrawdown results From: Roger Stafford Date: 17 Jul, 2011 23:41:08 Message: 5 of 5 
"Andreas Steiner" wrote in message <ivsupc$o2h$1@newscl01ah.mathworks.com>... 
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