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Calculating drawdowns and total returns

  1. #1
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    Calculating drawdowns and total returns

    Hi,

    I am trying to create a drawdown graph and a total return graph for a series of returns. When I am working with some of the return data, some funds

    have more data than others, so when they don't match up the one with less data returns an error. This messes with my drawdown calculations.

    I was wondering is there any solution around this? I've attached an example of the problem I am facing, where only fund 2 shows up on the graphs.

    Drawdown test.xlsx

    Any help would be appreciated, thanks.

  2. #2
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    Re: Calculating drawdowns and total returns

    You could try these formulas.

    Formula: copy to clipboard
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    Formula: copy to clipboard
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