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OpenBB/website/content/sdk/reference/portfolio/maxdd.md
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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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maxdd Documentation page providing details about the maximum drawdown calculation in historical series and how to display the drawdown curve. Contains examples, parameters, returns, and source code links.
maxdd
PortfolioEngine
maximum drawdown
portfolio
examples
parameters

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

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