def get_max_draw_down(ts_vals):
    MDD = 0
    DD = 0
    peak = -99999
    for value in ts_vals:
        if (value > peak):
            peak = value
        else:
            DD = (peak - value) / peak
        if (DD > MDD):
            MDD = DD
    return -1*MDD
@summary Returns the max draw down of the returns.
dataset/ETHPy150Open QuantSoftware/QuantSoftwareToolkit/QSTK/qstkutil/tsutil.py/get_max_draw_down