chart.Drawdown {PerformanceAnalytics} | R Documentation

## Time series chart of drawdowns through time

### Description

A time series chart demonstrating drawdowns from peak equity attained through time, calculated from periodic returns.

### Usage

    chart.Drawdown(R, legend.loc = NULL, colorset = (1:12), ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`colorset` | color palette to use, set by default to rational choices
`legend.loc` | places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
`...` | any other passthru parameters

### Details

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.

### Value

A chart with time on the x-axis and the value peak equity attained on the y-axis.

### Note

### Author(s)

Peter Carl

### References

### See Also

`plot`
`chart.TimeSeries`
`findDrawdowns`
`sortDrawdowns`
`maxDrawdown`
`table.Drawdowns`
`table.DownsideRisk`

### Examples

    data(edhec)
    chart.Drawdown(edhec[,c(1,2)], main="Drawdown from Peak Equity Attained", legend.loc="bottomleft")

[Package PerformanceAnalytics version 0.9.5 Index]