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How to calculate multiple maximum drawdowns in excel

  1. #1
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    How to calculate multiple maximum drawdowns in excel

    Good day all

    *

    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.

    *

    Additionally, are there also formulas to find the period of the drawdown and the number of days to recovery?

    *

    Feel free to edit the sheet as needed.

    *

    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.

    *

    Best regards

    Iaian
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  2. #2
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    Re: How to calculate multiple maximum drawdowns in excel

    Hello Iaian and Welcome to Excel Forum.
    I don't understand what you are asking. Perhaps if you could manually provide an example of what output you expect to see in the file, we could attempt to write formulas and/or code that would replicate that output.
    Let us know if you have any questions.
    Consider taking the time to add to the reputation of everybody that has taken the time to respond to your query.

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