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XLeratorDLL/financial Documentation

.NET maximum drawdown of asset returns

Updated: 31-Mar-2016
Use the .NET function MAXDD to calculate the maximum drawdown based on net asset or portfolio values. The inputs into the function are dates and values and the maximum drawdown is calculated as the largest percentage drop in the asset values from peak to trough in chronological order.

View .Net MAXDD function full documentation...

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