If you lose 50% of your money you need a 100% return on your money just to get back to even. The duration, for the bond with the terms above. [code] Your Code [/code] (or use the # button), In F3, array enter (enter using Ctrl-Shift-Enter) the formula, =IF(AND(C2<0,C3=0),MIN(IF(ROW($C$2:C3)>MAX(IF($C$1:C2=0,ROW($C$1:C2))),$C$2:C3)),"-"), How can the formula be modified to deal with a descending date sequence , as in today in A3 and descending from there? This absorbed the losses incurred from the obsolete stock. Data Analysis with Excel (Actually, I have this with excel spreadsheet and I'm converting all spreadsheets to python source) A maximum drawdown (MDD) is the maximum loss from a peak to a trough of a portfolio, before a new peak is attained. Here is a graphical example, using the Dow Jones Credit Suisse Managed Futures Index. For this purpose, first we need to select drawdown column again but this time we go one cell further because we want to see the result there. As a result, you will get the duration in cell D5. The formula will subtract the time of cell B5 from the time of cell C5 and multiply the value by 24. Problems can occur if dates are entered as text. Excel Basics Then, based on how much loss they can bear and manage, investors make investment decisions. At the time we were in a drawdown, that peaked at -35.95% and took 5 months to recover from the bottom. In this demonstration, Ive selected the h:mm format. Related Content: How to Calculate Turnaround Time in Excel (4 Ways). Best Online Pension Calculator / Tool MoneySavingExpert Forum. If settlement or maturity is not a valid date, DURATION returns the #VALUE! Here is another way to calculate your max drawdown. You can help keep this site running by allowing ads on MrExcel.com. It may not display this or other websites correctly. tacpot12 Forumite. it counts all the days the stock is under 5% drawdown i.e. In time duration A.M./P.M.