AverageLength {PerformanceAnalytics} | R Documentation |
Similar to AverageDrawdown
, which calculates the average depth of drawdown, this function calculates the average length of the drawdowns observed.
AverageLength(R, ...)
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
Peter Carl