def get_max_draw_down(ts_vals):
    """
    @summary Returns the max draw down of the returns.
    @param ts_vals: 1d numpy array or fund list
    @return Max draw down

    """
    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 MDD
