API schema
Schema

FTMaxDraw

Details of maximum drawdown

Type: object

Properties

NameTypeDescription
maxdrawdownstringmaximum observed loss of a time period.
maxdrawlengthstringlength of time, in months, of the maximum draw down
recoverylengthstringlength of time, in months, of time to reach a new peak after reaching draw down bottom
peakdatestringday the draw down started
valleydatestringday the drawdown reached it bottom

Example shape

{
  "maxdrawdown": "string",
  "maxdrawlength": "string",
  "recoverylength": "string",
  "peakdate": "string",
  "valleydate": "string"
}