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Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
maxdd OpenBB SDK Function

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

maxdd

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