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I have reached my limited capacity in excel, but am looking to do a variable
referencing based on historical data. The data is simply the date and equity(simple number). I am trying to calculate both in dollar terms and time the amount from equity peak to low before going to a new equity peak. I am trying to search historical data for the greatest drawdown in equity terms and in time terms before equity goes to new highs. It appears to have to start with first drawdown and look for forward first for new equity highs, and then for drawdowns greater than previously idenitified. 10/1/2004 $99,978 start equity date 10/4/2004 $99,515 10/5/2004 $99,453 10/6/2004 $99,565 10/7/2004 $99,415 10/8/2004 $99,799 10/11/2004 $99,374 10/12/2004 $98,907 10/13/2004 $101,012 10/14/2004 $102,090 10/15/2004 $100,899 10/18/2004 $99,483 10/19/2004 $100,966 10/20/2004 $101,023 10/21/2004 $100,677 10/22/2004 $99,841 10/25/2004 $99,442 10/26/2004 $99,757 10/27/2004 $102,637 10/28/2004 $101,809 10/29/2004 $101,871 11/1/2004 $103,115 11/2/2004 $102,706 11/3/2004 $102,479 11/4/2004 $103,535 11/5/2004 $104,707 11/8/2004 $104,001 11/9/2004 $103,731 11/10/2004 $105,221 equtiy peak 11/11/2004 $104,251 11/12/2004 $103,493 11/15/2004 $102,860 11/16/2004 $102,731 11/17/2004 $102,357 11/18/2004 $102,542 11/19/2004 $101,214 11/22/2004 $99,638 11/23/2004 $99,590 11/24/2004 $99,277 (equity low before hitting new equity high on 12/6/04) 11/26/2004 $100,066 (drawdown of $5944 from 11/10 to 11/26) 11/29/2004 $101,576 11/30/2004 $102,195 12/1/2004 $105,199 12/2/2004 $106,869 12/3/2004 $105,211 12/6/2004 $105,856 12/7/2004 $105,325 12/8/2004 $106,592 12/9/2004 $105,947 12/10/2004 $106,274 12/13/2004 $106,643 12/14/2004 $108,199 12/15/2004 $110,199 12/16/2004 $109,858 12/17/2004 $110,152 12/20/2004 $109,414 12/21/2004 $109,834 12/22/2004 $111,097 12/23/2004 $111,372 12/27/2004 $112,974 new equity high greater than 11/10/04 12/28/2004 $111,851 12/29/2004 $111,626 12/30/2004 $110,233 12/31/2004 $111,166 1/3/2005 $108,272 1/4/2005 $111,275 1/5/2005 $110,929 1/6/2005 $110,605 1/7/2005 $108,853 1/10/2005 $107,282 1/11/2005 $108,189 1/12/2005 $107,950 1/13/2005 $108,159 1/14/2005 $108,348 1/18/2005 $109,914 1/19/2005 $109,153 1/20/2005 $109,529 1/21/2005 $110,368 1/24/2005 $110,583 1/25/2005 $109,976 1/26/2005 $108,508 1/27/2005 $107,742 1/28/2005 $106,765 equity low before hitting new equity high on 2/22/05 1/31/2005 $107,867 (drawdown of $6209 greater than previous drawdown of $5944 in 11/2004) 2/1/2005 $107,542 2/2/2005 $108,349 2/3/2005 $107,677 2/4/2005 $108,251 2/7/2005 $108,936 2/8/2005 $109,321 2/9/2005 $107,787 2/10/2005 $108,598 2/11/2005 $108,689 2/14/2005 $108,114 2/15/2005 $108,846 2/16/2005 $109,219 2/17/2005 $108,679 2/18/2005 $109,068 2/22/2005 $113,001 new equity high greater than 12/27/04 2/23/2005 $110,648 I would truly appreciate any input for this variable referencing issue???? pno1 1/1/ -- pno1 |
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