ExcelOnTheClock
New Member
- Joined
- Dec 1, 2022
- Messages
- 19
- Office Version
- 365
- Platform
- Windows
In investment management, there's a metric called max drawdown, which is the deepest that an asset price has fallen. I know how to calculate that.
I want to return the date when the asset price has returned back to its previous high, after its dropped to its current low. What's the best way to do that?
HERE is a link to the file. Explanations of the columns are below:
Thanks in advance for any help anyone can offer!
I want to return the date when the asset price has returned back to its previous high, after its dropped to its current low. What's the best way to do that?
HERE is a link to the file. Explanations of the columns are below:
- Column C: monthly returns
- Column D: cumulative returns
- Column E: the highest cumulative return so far
- Column F: the deepest decline in returns so far
- the deepest cumulative decline is 9/30/2013 at -19.53%
Thanks in advance for any help anyone can offer!