table.Drawdowns {PerformanceAnalytics} | R Documentation

## Worst Drawdowns Summary: Statistics and Stylized Facts

### Description

Creates table showing statistics for the worst drawdowns.

### Usage

    table.Drawdowns(R, top= 5, ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`top` | the number of drawdowns to include
`...` | any other passthru parameters

### Details

    From        Trough         To       Depth         Length To Trough Recovery
    2001-02-28  2002-09-30  2003-08-31 -0.10746342     31        20       11
    1998-07-31  1998-08-31  1998-11-30 -0.05576688      5         2        3
    2006-05-31  2006-07-31  2006-11-30 -0.03385062      7         3        4
    2000-04-30  2000-05-31  2000-06-30 -0.02960503      3         2        1
    2004-04-30  2004-08-31  2004-11-30 -0.02839620      8         5        3

### Value

A data.frame organized as a table of drawdown statistics.

### Author(s)

Peter Carl

### References

### See Also

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

### Examples

    data(edhec)
    table.Drawdowns(edhec[,"Long.Short.Equity"])
    table.Drawdowns(edhec[,"Relative.Value"])

    table.Drawdowns(download.SP500PriceReturns(end="2006-12-31"))
    # note that this example shows a drawdown that has not yet ended

[Package PerformanceAnalytics version 0.9.5 Index]