---
name: max_drawdown
kind: function
lang: py
domain: finance
version: "1.0.0"
purity: pure
signature: "def max_drawdown(values: list) -> tuple"
description: "Calcula el maximo drawdown y los indices de inicio y fin del peor periodo."
tags: [finance, drawdown, risk, performance, python]
uses_functions: []
uses_types: []
returns: []
returns_optional: false
error_type: ""
imports: []
tested: false
tests: []
test_file_path: ""
file_path: "python/functions/finance/finance.py"
---

## Ejemplo

```python
portfolio = [100, 110, 105, 95, 102, 108, 90, 95]
dd, start, end = max_drawdown(portfolio)
# dd = 0.1818..., start = 1, end = 6  (de 110 a 90)
```

## Notas

Retorna tupla (max_dd, start_idx, end_idx) donde max_dd es fraccion (0.0 a 1.0).
start_idx es el indice del pico previo, end_idx es el indice del valle.
Retorna (0.0, 0, 0) si la lista tiene menos de 2 elementos.