\HeaderA{chart.Drawdown}{Time series chart of drawdowns through time}{chart.Drawdown}
\keyword{ts}{chart.Drawdown}
\begin{Description}\relax
A time series chart demonstrating drawdowns from peak equity attained through time, calculated from periodic returns.
\end{Description}
\begin{Usage}
\begin{verbatim}
chart.Drawdown(R, legend.loc = NULL, colorset = (1:12), ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{R}] an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
\item[\code{colorset}] color palette to use, set by default to rational choices 
\item[\code{legend.loc}] places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
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.
\end{Details}
\begin{Value}
A chart with time on the x-axis and the value peak equity attained on the y-axis.
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{plot}{plot}} \\
\code{\LinkA{chart.TimeSeries}{chart.TimeSeries}} \\
\code{\LinkA{findDrawdowns}{findDrawdowns}} \\
\code{\LinkA{sortDrawdowns}{sortDrawdowns}} \\
\code{\LinkA{maxDrawdown}{maxDrawdown}} \\
\code{\LinkA{table.Drawdowns}{table.Drawdowns}} \\
\code{\LinkA{table.DownsideRisk}{table.DownsideRisk}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(edhec)
chart.Drawdown(edhec[,c(1,2)], main="Drawdown from Peak Equity Attained", legend.loc="bottomleft")
\end{ExampleCode}
\end{Examples}

