Maxdd
To obtain charts, make sure to add chart=True as the last parameter
portfolio.maxdd(portfolio: openbb_terminal.portfolio.portfolio_model.PortfolioModel, is_returns: bool = False) -> pandas.core.series.Series
Calculate the drawdown (MDD) of historical series. Note that the calculation is done on cumulative returns (or prices). The definition of drawdown is
DD = (current value - rolling maximum) / rolling maximum
Parameters
----------
data: pd.Series
Series of input values
is_returns: bool
Flag to indicate inputs are returns
Returns
----------
pd.Series
Holdings series
pd.Series
Drawdown series
-------
portfolio.maxdd(portfolio: openbb_terminal.portfolio.portfolio_model.PortfolioModel, export: str = ‘’, external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None, chart=True)
Display maximum drawdown curve
Parameters
----------
portfolio : PortfolioModel
Portfolio object
export: str
Format to export data
external_axes: plt.Axes
Optional axes to display plot on