Computing under the water period

[davideoek]

Hi guys,
I ha ve to compute the under the water period from the peak of a time series NAV data. I have already computed the drawdowns and respectively the maximal one. Now from the MAX DD I need a formua say me how long is the period to recovery the peak NAV margin.

Anyone have some hint?

best,

davideoek

[FDibbins]

Hi, welcome to the forum

This thread is marked as SOLVED, but it seems not to be? I will mark it unsolved, PM me if I am in error.

To best describe or illustrate your problem you would be better off attaching a dummy workbook. The workbook should contain the same structure and some dummy data of the same type as the type you have in your real workbook - so, if a cell contains numbers & letters in this format abc-123 then that should be reflected in the dummy workbook.

To attach a file to your post,
click advanced (next to quick post),
scroll down until you see "manage file",
click that and select "add files" (top right corner).
click "select files" find your file, click "open" click "upload" click 'done" bottom right. click "submit reply"

Once the upload is completed the file name will appear below the input boxes in this window.
You can then close the window to return to the new post screen.