avg_drawdown
- qf_lib.common.utils.returns.avg_drawdown.avg_drawdown(prices_tms: QFSeries) float [source]
Finds the average drawdown for the given timeseries of prices.
- Parameters:
prices_tms (QFSeries) – timeseries of prices
- Returns:
average drawdown for the given timeseries of prices expressed as the percentage value (e.g. 0.5 corresponds to the 50% drawdown)
- Return type:
float