\HeaderA{table.Drawdowns}{Worst Drawdowns Summary: Statistics and Stylized Facts}{table.Drawdowns}
\keyword{ts}{table.Drawdowns}
\keyword{multivariate}{table.Drawdowns}
\keyword{distribution}{table.Drawdowns}
\keyword{models}{table.Drawdowns}
\begin{Description}\relax
Creates table showing statistics for the worst drawdowns.
\end{Description}
\begin{Usage}
\begin{verbatim}
table.Drawdowns(R, top= 5, digits = 4)
\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{top}] the number of drawdowns to include 
\item[\code{digits}] number of digits to round results to 
\end{ldescription}
\end{Arguments}
\begin{Value}
A data.frame organized as a table of drawdown statistics.
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{References}\relax
Bacon, C. \emph{Practical Portfolio Performance Measurement and Attribution}. Wiley. 2004. p. 88 \\
\end{References}
\begin{SeeAlso}\relax
\code{\LinkA{DownsideDeviation}{DownsideDeviation}}  \\
\code{\LinkA{maxDrawdown}{maxDrawdown}}   \\
\code{\LinkA{findDrawdowns}{findDrawdowns}} \\
\code{\LinkA{sortDrawdowns}{sortDrawdowns}} \\
\code{\LinkA{chart.Drawdown}{chart.Drawdown}} \\
\code{\LinkA{table.DownsideRisk}{table.DownsideRisk}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(edhec)
table.Drawdowns(edhec[,1,drop=FALSE])
table.Drawdowns(edhec[,12,drop=FALSE])
data(managers)
table.Drawdowns(managers[,8,drop=FALSE])
\end{ExampleCode}
\end{Examples}

