risk_drawdown
Compute and decompose drawdown metrics from an equity curve, including maximum drawdown, duration, recovery time, and current drawdown with start/end indices.
Instructions
Drawdown decomposition with underwater curve.
Use when analyzing drawdown characteristics of a return series. Provide an array of returns. Returns: max drawdown, drawdown duration, recovery time, current drawdown, and all drawdown periods with start/end indices.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| equity_curve | Yes | Array of portfolio equity values over time |