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Drawdown and Date Generation

  1. #1
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    Drawdown and Date Generation

    Hey guys! Trying to create a formula to measure the starting date for a drawdown period from all-time highs.

    In the excel you see in column E is the index price levels. I want to measure when the drawdown is -5% or more and capture that specific start date and put it in a table. I have a forumla to get the drawdown from the all-time high level in F and G, but not sure how to only get the starting point when the -5% drawdown starts. When it gets back to 0%, that would be the reset. Also then in J I want to caputre all the starting points where a -5% drawdown starts.... Maybe someone can help.
    Last edited by Number7stunner; 07-23-2018 at 05:14 PM.

  2. #2
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    Re: Drawdown and Date Generation

    Here is the excel sheet
    Attached Files Attached Files

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