Does anyone know of a program that can compute maximum drawdown,alpha, std deviation, volatility?
You can get JMP if you take a class at certain universities. Or if you teach. My guess is that you could get a license at a Community College.
Even online classes. PM me and I'll send you a list of universities I know that will let you use a license per year for free. For the cost of three hours of tuition, it's worth it.