sortDrawdowns {PerformanceAnalytics} | R Documentation

## order list of drawdowns from worst to best

### Description

sortDrawdowns(findDrawdowns(R)) Gives the drawdowns in order of worst to best

### Usage

    sortDrawdowns(runs)

### Arguments

`runs` | pass in runs array from findDrawdowns to be sorted

### Value

sorted list

`return` | depth of drawdown
`from` | starting period
`to` | ending period
`length` | length in periods

### Author(s)

Peter Carl
modified with permission from prototype function by Sankalp Upadhyay

### References

### See Also

`DownsideDeviation`
`maxDrawdown`
`findDrawdowns`
`sortDrawdowns`
`chart.Drawdown`
`table.Drawdowns`
`table.DownsideRisk`

### Examples

    data(edhec)
    R=edhec[,"Funds.of.Funds"]
    findDrawdowns(R)
    sortDrawdowns(findDrawdowns(R))

[Package PerformanceAnalytics version 0.9.5 Index]