maxdd
- Model
- Chart
Calculate the drawdown (MDD) of historical series. Note that the calculation is done
Source Code: [link]
openbb.portfolio.maxdd(portfolio_engine: portfolio_engine.PortfolioEngine, is_returns: bool = False)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.Series | Series of input values | None | True |
| is_returns | bool | Flag to indicate inputs are returns | False | True |
Returns
| Type | Description |
|---|---|
| pd.Series | Holdings series |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.maxdd(p)
Display maximum drawdown curve
Source Code: [link]
openbb.portfolio.maxdd_chart(portfolio_engine: portfolio_engine.PortfolioEngine, export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
| export | str | Format to export data | True | |
| external_axes | plt.Axes | Optional axes to display plot on | None | True |
Returns
This function does not return anything