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Equity curve draw down

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  1. #1
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    Equity curve draw down

    I am working on a spread sheet that is an equity curve of a financial account. I would like to be able to calculate the largest equity draw down between new equity highs. So once a new equity high is mad you measure the size of the cumulative drawdown to the lowest equity level made until a new equity high is made.

    I have been searching through the functions for one that would help me but i can find one the would help with this task. If anyone has an idea i would appreciate the help.

  2. #2
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    Re: Equity curve draw down

    anyone have an idea that can help?????????

  3. #3
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    Re: Equity curve draw down

    is this the same jacko from FF? i am working on the same thing. im not sure how my broker is calculating DD but i don't see it the same way. how are you able to calculate it in excel?

    after a little help from these guys, i am able to have everything that the broker can give and more except DD.

    that is my next step

  4. #4
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    Re: Equity curve draw down

    Sorry not the same Jacko but am stuck trying to get this solved. I can get my equity highs and my draw down strings but cannot figure out how to dynamically calculate the highest draw down after a new equity high is reached. If you get anywhere with this please let me know.

  5. #5
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    Re: Equity curve draw down

    I just noticed that this indicates i am using office 03 but i am actually using office 07

  6. #6
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    Re: Equity curve draw down

    im about to dive into this now. ill let you know if i come up with anything!

  7. #7
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    Re: Equity curve draw down

    I just noticed that this indicates i am using office 03 but i am actually using office 07
    So please change your profile.
    Entia non sunt multiplicanda sine necessitate

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