Good day all
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Is anyone able to assist with a formula that calculates multiple maximum drawdowns as the different peaks to troughs occur in a return series? I have found a formula to calculate the maximum drawdown for the entire series but would like to break it up and see the different drawdowns as they occur.
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Additionally, are there also formulas to find the period of the drawdown and the number of days to recovery?
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Feel free to edit the sheet as needed.
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Col. B is the hypothetical fund returns, Col. C is is the cumulative growth factor; Col D. has formulas for the drawdowns and cell E3 is the maximum drawdown.
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Best regards
Iaian
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