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Single cell maximum drawdown from price series

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    Single cell maximum drawdown from price series

    Hi all, I am looking for a formula for a single cell where the formula returns the maximum percentage drawdown for a given price series. Importantly the max price must be before the min price and the function must return the minimum value (maximum drawdown) for the entire series - not just the drawdown from the all time max price to the lowest price thereafter.
    I had a functioning formula that followed the logic of min(if(row(price low)>row(price high), ((price low) - (price high))/(price high),"")) but it was returning the decline from the all time high to the low thereafter rather than the min of all drawdowns.
    Cheers.

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    Re: Single cell maximum drawdown from price series

    Attach a sample workbook. Make sure there is just enough data to demonstrate your need. Make sure your desired results are shown, mock them up manually if necessary.

    Remember to desensitize the data.

    Click on GO ADVANCED and then scroll down to Manage Attachments to open the upload window (or use the paperclip icon).
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    Re: Single cell maximum drawdown from price series

    Easier to just give the logical:

    I need to find
    Formula: copy to clipboard
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    s.t. ROW(B) > ROW(A) where A&B are in a single column.

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