API schema
Schema
FTMaxDraw
Details of maximum drawdown
Type: object
Properties
| Name | Type | Description |
|---|---|---|
maxdrawdown | string | maximum observed loss of a time period. |
maxdrawlength | string | length of time, in months, of the maximum draw down |
recoverylength | string | length of time, in months, of time to reach a new peak after reaching draw down bottom |
peakdate | string | day the draw down started |
valleydate | string | day the drawdown reached it bottom |
Example shape
{
"maxdrawdown": "string",
"maxdrawlength": "string",
"recoverylength": "string",
"peakdate": "string",
"valleydate": "string"
}