Periods under water

[Gusher]

This question relates to monthly investment returns. I have series of months that are positive and negative. I have calculated the cumulative periods of negative returns. I am interested in the maximum drawdown period. So for example there is a ten month period when cumulative return is negative and the max cumulative negative is -8%. Data is in a column of cumulative returns below zero. I need a function that will find the maximum negative return and count the number periods the return is negative as the performance dips below zero, hits a max loss of 8% and then returns to zero. Little difficult to explain.

 

[Peter_SSs]

I suggest that you update your Account details (or click your user name at the top right of the forum) so helpers always know what Excel version(s) & platform(s) you are using as the best solution often varies by version. (Don’t forget to scroll down & ‘Save’)

Little difficult to explain.

.. and to understand. It would probably help to have a small amount of dummy sample data, the expected results and explain again in relation to the sample data.
MrExcel has a tool called “XL2BB” that lets you post samples of your data that will allow us to copy/paste it to our Excel spreadsheets, so we can work with the same copy of data that you are. Instructions on using this tool can be found here: XL2BB Add-in

Note that there is also a "Test Here” forum on this board. This is a place where you can test using this tool (or any other posting techniques that you want to test) before trying to use those tools in your actual posts.