Maximum Drawdown
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
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Maximum drawdown can be defined as the largest drop from a peak to a bottom in a certain time period. This MATLAB function calculate max drawdown value, start and end of max drawdown period as well as the end of the recovery period (if any).
Cite As
Andreas Steiner (2026). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Maximum Drawdown
General Information
- Version 1.0.0.0 (597 Bytes)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
