downside deviation

  1. P

    Conditional correlation of returns

    Hello forum, Thank you in advance for your help. I need to create a correlation matrix (simple, edited pic attached) that returns the correlation coefficient of columns 1 and 2 for the subset of periods where a third column, Equity, is down at least -2%. Within a conditional correlation, I...
    • pathway1
    • Thread
    • conditional calculations correl downside deviation
    • Replies: 3
    • Forum: Excel Questions
  2. T

    Help Translating Formula to VBA Code

    Can someone please help me translate the formula: {=(SUMSQ(IF(C3:C14-G2>0,0,C3:C14-G2))/COUNT(C3:C14))^(1/2)} into a VBA user defined function? So far, I have: (where C3:C14 is the MonthRet and G2 is the MAR in the above formula) Function DownsideDev(MonthRet As Range, MAR As Double)...

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