max drawdown

  1. A

    Max Drawdown by ID and Transaction

    I have a worksheet with IDs in column A, Transactions in Column B, Balance by ID in Column C and Date in Column D. I need to calculate Drawdown in Column E per ID for each transaction in order. Your help would be greatly appreciated! The problem is the formula below only works for one ID at a...
  2. T

    Formula for Sum of Max Consecutive Negative Values D5:D29

    Hi. I've done some research here but I'm afraid I haven't yet found the answer. I'm looking for a sum formula that will do these things: 1. SUM the largest streak of negative numbers in that range.(aka "max drawdown") 2. SUMthe largest streak of positive numbers in that range.(aka "max runup")...
    • thankyou
    • Thread
    • max consecutive losses max consecutive wins max drawdown max runup
    • Replies: 33
    • Forum: Excel Questions
  3. S

    Maximum Draw Down enhancement in VBA

    Macro Economic Analysis Hi, I have no knowledge of how to program in VBA so this is probably a big ask. I have been using the code from the link above (and Mark has given his permission to post here) to calculate MDD and it works just fine for that. In addition I need a function to output the...

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