Why do I have different result through ans key?

1 view (last 30 days)
Tomás Nunes
Tomás Nunes on 4 Apr 2018
Edited: Andrew Newell on 4 Apr 2018
I am trying to compute maximum drawdowns within a vector, but the for loop gives me wrong results. Basically I have a vector called portfolio with cumulative returns and another vector called rows_cycle that gives me the rows for which i should compute the maxdrawdown. The code is:
letstry = zeros(length(rows_cycle)-1,1);
for i = 2:1:length(rows_cycle)
letstry(i-1,1) = maxdrawdown(portfolio(rows_cycle(i-1:i)));
end
the problem is that if I put maxdrawdown(portfolio(233:358)), it gives me a different result from maxdrawdown(portfolio(rows_cycle(3-1:3))), when rows_cycle(2:3) = 233:358
Even if I compute first rows_cycle(2:3) and then maxdrawdown(portfolio(ans)), the results are different from maxdrawdown(portfolio(233:358)).
What's wrong with the loop? thx

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!