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Portfolio MaxIDDrawdown: Difference between revisions
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(Created page with "Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. ==== Usage ==== <syntaxhighlight>Portfolio_...") |
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==== Example ==== | ==== Example ==== | ||
<syntaxhighlight>Portfolio_MaxIDDrawdown will return a value of -500 if the largest decline in equity during the entire trading period was $500</syntaxhighlight> | <syntaxhighlight>Portfolio_MaxIDDrawdown will return a value of -500 if the largest decline in equity during the | ||
entire trading period was $500</syntaxhighlight> | |||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] |