Hello guys!
I searched through the forum for "Drawdown" but still couldn't find an answer to my question.
My task is to find return and drawdown (risk) for the specified period.
I have calculated the return for the period using Index and Match functions.
But I don't know how to calculate drawdown (DD) for the same period.
The main problem is that during the period, my equity can set new highs repeatedly, which leads to a constant recalculation of the DD and finding a new maximum DD value.
So I have to choose the maximum DD for the selected period of several DD for the period.
I've attached a file with an example and description.
Thanks in advance for any help
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