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94 lines
2.2 KiB
Markdown
Vendored
94 lines
2.2 KiB
Markdown
Vendored
---
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title: maxdd
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description: Documentation page providing details about the maximum drawdown calculation
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in historical series and how to display the drawdown curve. Contains examples, parameters,
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returns, and source code links.
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keywords:
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- maxdd
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- PortfolioEngine
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- maximum drawdown
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- portfolio
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- examples
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- parameters
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="portfolio.maxdd - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Calculate the drawdown (MDD) of historical series. Note that the calculation is done
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L482)]
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```python
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openbb.portfolio.maxdd(portfolio_engine: portfolio_engine.PortfolioEngine, is_returns: bool = False)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | pd.Series | Series of input values | None | True |
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| is_returns | bool | Flag to indicate inputs are returns | False | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.Series | Holdings series |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
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output = openbb.portfolio.maxdd(p)
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```
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display maximum drawdown curve
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_view.py#L1111)]
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```python
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openbb.portfolio.maxdd_chart(portfolio_engine: portfolio_engine.PortfolioEngine, export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
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| export | str | Format to export data | | True |
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| external_axes | plt.Axes | Optional axes to display plot on | None | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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