identifying a string of positive numbers
 

These are daily performance figures. How would I calculate the most
consecutive losing days and related to that, the largest drawdown
(cummulative performance of that streak of losing days). What about
the 2nd and 3rd longest streaks and drawdowns? My real set of numbers
is 1000, so eyeballing it on a chart doesn't work. I'm thinking I
will need to use the sumif command, but haven't gotten any farther than
that. Thanks for any help you can provide.

Megan

0.32%
0.73%
0.61%
0.90%
-0.23%
0.41%
0.00%
0.24%
-0.07%
0.09%
-0.32%
0.46%
0.06%
-0.81%
0.53%
0.40%


--
mcarrington
------------------------------------------------------------------------
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identifying a string of positive numbers
 

Hi,

You query is not at all clear. Could you mail your excel file to me at


"mcarrington" wrote:


These are daily performance figures. How would I calculate the most
consecutive losing days and related to that, the largest drawdown
(cummulative performance of that streak of losing days). What about
the 2nd and 3rd longest streaks and drawdowns? My real set of numbers
is 1000, so eyeballing it on a chart doesn't work. I'm thinking I
will need to use the sumif command, but haven't gotten any farther than
that. Thanks for any help you can provide.

Megan

0.32%
0.73%
0.61%
0.90%
-0.23%
0.41%
0.00%
0.24%
-0.07%
0.09%
-0.32%
0.46%
0.06%
-0.81%
0.53%
0.40%


--
mcarrington
------------------------------------------------------------------------
mcarrington's Profile: http://www.excelforum.com/member.php...o&userid=21641
View this thread: http://www.excelforum.com/showthread...hreadid=500832