Maximum Active Drawdown in python

Question

I recently asked a question about calculating maximum drawdown where Alexander gave a very succinct and efficient way of calculating it with DataFrame methods in pandas.

Answer 1

My cheap two pennies in pure Python:

def find_drawdown(lista):
    peak = 0
    trough = 0
    drawdown = 0
    for n in lista:
        if n > peak:
            peak = n
            trough = peak
        if n < trough:
            trough = n
        temp_dd = peak - trough
        if temp_dd > drawdown:
            drawdown = temp_dd
    return -drawdown