Drawdown length

[Ksisissk]

Hello,

I want to calculate the drawdown length from a historical return series. Drawdown length means the length/duration from a peak to its valley (lowest point before it goes up).
I've already obtained from this forum the solution to calculate the recovery time which means the time from one peak until it reaches the same height again.

Any help appreaciated.
Many thanks in advance!

Kind regards
Ksisissk


Regarding to this thread: http://www.excelforum.com/excel-form...s-non-vba.html

[Bernie Deitrick]

In cell F3, enter

=IF(D3<>"-",MATCH(D3,OFFSET(C3,-(E3-1),0,E3,1),FALSE),"-")

and copy down.

[Ksisissk]

many thanks, that helped me a lot!