sortDrawdowns      package:PerformanceAnalytics      R Documentation

_o_r_d_e_r _l_i_s_t _o_f _d_r_a_w_d_o_w_n_s _f_r_o_m _w_o_r_s_t _t_o _b_e_s_t

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     sortDrawdowns(runs)

_A_r_g_u_m_e_n_t_s:

    runs: pass in runs array from findDrawdowns to be sorted 

_V_a_l_u_e:

     sorted list 

 return : depth of drawdown

   from : starting period

     to : ending period

 length : length in periods

_A_u_t_h_o_r(_s):

     Peter Carl 
      modified with permission from prototype function by Sankalp
     Upadhyay

_R_e_f_e_r_e_n_c_e_s:

_S_e_e _A_l_s_o:

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

_E_x_a_m_p_l_e_s:

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

