Hello everybody:
I need your help to solve a problem, I need to find the max drawdown in a series of prices and the time it took to recover from that drawdown. I was able to identify the max dd by creating a column using the formula =current cell- max(current cell: start range) eg: f5-max(f5:f1). then I put min(f1:fxx) and I can find the max dd. but I have no clue on how to find the date when it started (the month of the 1st top) and the month when it ended (when the old high is exceed).
I prepared an excel file with some rnd data to facilitate it. if anybody can write a few line of codes and tell me how to implement it. I would be very grateful
Thanks very much for your help in advance,
D.
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