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XLeratorDLL/financial Documentation

.NET maximum drawdown of asset returns

Updated: 31-Mar-2016
Use the .NET function MAXDD2 to calculate the maximum drawdown based on net asset or portfolio returns. The inputs into the function are dates and returns and the maximum drawdown is calculated as the largest percentage drop in the asset values from peak to trough in chronological order.

View .Net MAXDD2 function full documentation...

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