v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Portfolio Analysis / Drawdowns

Drawdown Function

Compute the drawdown function of a portfolio.

References

Alexei Chekhlov & Stanislav Uryasev & Michael Zabarankin, 2005. Drawdown Measure In Portfolio Optimization, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 13-58

post/portfolios/analysis/drawdowns

Request body

Response

OK