Drawdown of prices

How far each close is below the highest close up to that day, the all-time high so far, in percent: 0 on a new high and -50 at half of it.

Usage

drawdown(close)

Arguments

close

Numeric vector of close prices, sorted by date.

Value

A numeric vector as long as close, from -100 to 0.

Examples

drawdown(c(100, 120, 90, 130, 65))
#> [1]   0   0 -25   0 -50