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Annual Max Drawdown

  1. #1
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    Annual Max Drawdown

    I was wondering if it was possible to modify the formula authored by Bernie Deitrick, in the formulas and functions post/file below, to account for the year column.

    "479044d1473187645-drawdown-calculate-size-and-length-of-multiple-drawdown-phases-non-vba-draw-size-and-length-20160906.xlsx"

    I'd like the formula in column C to start over whenever a new year (column A) starts in order to calculate the max drawdown in each year.

    Any thoughts are greatly appreciated,

    Cheers

    PS - I would attach my own spreadsheet, but the paperclip function does not work for me in Chrome nor in Explorer so I referenced the original post and its attachment

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    Re: Annual Max Drawdown

    The paperclip function does not work for anyone ... hasn't for some time. We don't know why.

    To attach a file to your post: (Please no pics or screenshots ... saves retyping data.),
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    The file name will appear at the bottom of your reply.
    Dave

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    Re: Annual Max Drawdown

    Without seeing your data then it's impossible to say, but something like this in C2 and dragged down should work:
    Formula: copy to clipboard
    Please Login or Register  to view this content.

    Just replace the brackets ([]) with the relevant formulas.
    Please add reputation by clicking on the * if I have helped.
    Please mark the thread SOLVED if your issue has been resolved.
    Thanks, Glenn.

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    Re: Annual Max Drawdown

    Great, thanks for the help. Let me see if this upload works.

    The first equation provided in column C provides the drawdown % using the entire data series. I would like this same calculation for each year.

    My attempt to solve the problem is in column G. I think it works, but duplicating this formula for several series seems to require alot of calculations to the point that Excel stops responding.

    Is there any way to rewrite Column G more efficiently or attack the problem differently?

    Thanks in advance for any suggestions

    Cheers
    Attached Files Attached Files

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    Re: Annual Max Drawdown

    See if this helps:
    1) Convert the range A4:G1263 into a table,
    2) Instead of the array entered formula with the whole column reference, that was in column F use:
    Formula: copy to clipboard
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    Let us know if you have any questions.
    Attached Files Attached Files
    Consider taking the time to add to the reputation of everybody that has taken the time to respond to your query.

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    Re: Annual Max Drawdown

    This is a very interesting way to tackle this. I have never created named tables and used this aggregate function. Something for my toolbox. Thanks so much JeteMc!

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    Re: Annual Max Drawdown

    You're Welcome and thank you for the feedback. Please take a moment to mark the thread as 'Solved' using the thread tools drop down above your first post. I hope that you have a blessed day.

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