Maximum drawdown in matlab

The following Matlab project contains the source code and Matlab examples used for maximum drawdown. 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.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1315
maxdrawdown.m 684

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