Excel (no VBA) Max Drawdown Formula between Two Dates

tjkramer

New Member
Joined
Aug 11, 2018
Messages
16
Office Version
  1. 2013
Platform
  1. Windows
I have two columns - "A" is a list of daily dates for 10 years; "B" is a list of corresponding prices for 10 years. I'd like to be able to create a "Start Date" cell and an "End Date" cell so that I can change the Start/End Dates to specific, different periods and get the max drawdown for that period (not the max 1-day drawdown, but the maximum price drop representing the biggest equity drawdown during that period). I need to be able to change the dates to get max drawdowns for different quarters, different years and different "shock" events (COVID, rate hikes, et. al.).

Many thanks in advance for the patience and help from the MrExcel community.
 
If you need any assistance with the formula referring SLOT then just ask.
When you think the problem is solved then it'd be better to mark the discussion as Resoved; see the procedure: Mark as Solution
 
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