chart.Drawdown     package:PerformanceAnalytics     R Documentation

_T_i_m_e _s_e_r_i_e_s _c_h_a_r_t _o_f _d_r_a_w_d_o_w_n_s _t_h_r_o_u_g_h _t_i_m_e

_D_e_s_c_r_i_p_t_i_o_n:

     A time series chart demonstrating drawdowns from peak equity
     attained through time, calculated from periodic returns.

_U_s_a_g_e:

     chart.Drawdown(R, legend.loc = NULL, colorset = (1:12), ...)

_A_r_g_u_m_e_n_t_s:

       R: an xts, vector, matrix, data frame, timeSeries or zoo object
          of asset returns 

colorset: color palette to use, set by default to rational choices 

legend.loc: places a legend into one of nine locations on the chart:
          bottomright, bottom, bottomleft, left, topleft, top,
          topright, right, or center. 

     ...: any other passthru parameters 

_D_e_t_a_i_l_s:

     Any time the cumulative returns dips below the maximum cumulative
     returns, it's a drawdown.  Drawdowns are measured as a percentage
     of that maximum cumulative return, in effect, measured from peak
     equity.

_V_a_l_u_e:

     A chart with time on the x-axis and the value peak equity attained
     on the y-axis.

_A_u_t_h_o_r(_s):

     Peter Carl

_S_e_e _A_l_s_o:

     'plot' 
      'chart.TimeSeries' 
      'findDrawdowns' 
      'sortDrawdowns' 
      'maxDrawdown' 
      'table.Drawdowns' 
      'table.DownsideRisk'

_E_x_a_m_p_l_e_s:

     data(edhec)
     chart.Drawdown(edhec[,c(1,2)], main="Drawdown from Peak Equity Attained", legend.loc="bottomleft")