Overview
You can calculate Drawdown with the Drawdown formula. There are ways of constructing it differently to fit your desired output – please see examples below.
Examples
Our formula Drawdown() the outcome is in percentage. Here we change it into a number.
See how to calculate length of a simple drawdown and length of drawdown from certain value to local peak.
Calculate maximum value for each year including current one.
See drawdowns, but only when there is a recession.