Publisher review:Maximum Drawdown - Maximum relative drawdown of time-series data 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. Requirements: ยท MATLAB Release: R2007a
Maximum Drawdown is a Matlab script for Earth Sciences scripts design by Andreas Bonelli.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Maximum Drawdown - Maximum relative drawdown of time-series data
Operating system:Windows / Linux / Mac OS / BSD / Solaris