Spreadsheet: 83829d1283870835-maximum-drawdown-for-the-period-dd-example
Sheet: Sheet1

 | Date | Cumulative P&L | Drawdown, $ | DD, % |  |  |  |  |  | CALCULATIONS
 | 2010-07-08 00:00:00 | 21004.35 |  |  |  |  | Start Date |  |  | 2010-07-26 00:00:00
 | 2010-07-09 00:00:00 | 20866.7 |  |  |  |  | End Date |  |  | 2010-08-26 00:00:00
 | 2010-07-12 00:00:00 | 20639.28
 | 2010-07-13 00:00:00 | 20686.53 |  |  |  |  | Return (yield) for the period
 | 2010-07-14 00:00:00 | 20623.83 |  |  |  |  | DD for the period, % |  |  |  |  | 2010-07-26 00:00:00 | 19000
 | 2010-07-15 00:00:00 | 20547.34 |  |  |  |  |  |  |  |  |  | 2010-07-27 00:00:00 | 18500
 | 2010-07-16 00:00:00 | 20504.59 |  |  |  |  |  |  |  |  |  | 2010-07-28 00:00:00 | 18975 |  |  | 1st Drawdown
 | 2010-07-19 00:00:00 | 20187.46 |  |  |  |  |  |  |  |  |  | 2010-07-29 00:00:00 | 21500
 | 2010-07-20 00:00:00 | 20202.36 |  |  |  |  |  |  |  |  |  | 2010-07-30 00:00:00 | 21403.19 |  |  | 2nd Drawdown
 | 2010-07-21 00:00:00 | 20202.36 |  |  |  |  |  |  |  |  |  | 2010-08-02 00:00:00 | 21550
 | 2010-07-22 00:00:00 | 20221.84 |  |  |  |  |  |  |  |  |  | 2010-08-03 00:00:00 | 21420
 | 2010-07-23 00:00:00 | 20303.72 |  |  |  |  |  |  |  |  |  | 2010-08-04 00:00:00 | 21380
 | 2010-07-26 00:00:00 | 19000 |  |  |  |  |  |  |  |  |  | 2010-08-05 00:00:00 | 21061
 | 2010-07-27 00:00:00 | 18500 |  |  |  |  |  |  |  |  |  | 2010-08-06 00:00:00 | 20945
 | 2010-07-28 00:00:00 | 18975 |  |  |  |  |  |  |  |  |  | 2010-08-09 00:00:00 | 20891.53
 | 2010-07-29 00:00:00 | 21500 |  |  |  |  |  |  |  |  |  | 2010-08-10 00:00:00 | 20743
 | 2010-07-30 00:00:00 | 21403.19 |  |  |  |  |  |  |  |  |  | 2010-08-11 00:00:00 | 20510
 | 2010-08-02 00:00:00 | 21550 |  |  |  |  |  |  |  |  |  | 2010-08-12 00:00:00 | 20456
 | 2010-08-03 00:00:00 | 21420 |  |  |  |  |  |  |  |  |  | 2010-08-13 00:00:00 | 20270 |  |  | 3rd Drawdown
 | 2010-08-04 00:00:00 | 21380 |  |  |  |  |  |  |  |  |  | 2010-08-16 00:00:00 | 20053
 | 2010-08-05 00:00:00 | 21061 |  |  |  |  |  |  |  |  |  | 2010-08-17 00:00:00 | 20717.69 |  |  | The biggest drawdown for that period is -6.95 which is the MAX DD for the period for 26.07.10-26.08.10
 | 2010-08-06 00:00:00 | 20945 |  |  |  |  |  |  |  |  |  | 2010-08-18 00:00:00 | 20923.24
 | 2010-08-09 00:00:00 | 20891.53 |  |  |  |  |  |  |  |  |  | 2010-08-19 00:00:00 | 20813.6
 | 2010-08-10 00:00:00 | 20743 |  |  |  |  |  |  |  |  |  | 2010-08-20 00:00:00 | 21000
 | 2010-08-11 00:00:00 | 20510 |  |  |  |  |  |  |  |  |  | 2010-08-23 00:00:00 | 21235
 | 2010-08-12 00:00:00 | 20456 |  |  |  |  |  |  |  |  |  | 2010-08-24 00:00:00 | 21490
 | 2010-08-13 00:00:00 | 20270 |  |  |  |  |  |  |  |  |  | 2010-08-25 00:00:00 | 21600
 | 2010-08-16 00:00:00 | 20053 |  |  |  |  |  |  |  |  |  | 2010-08-26 00:00:00 | 21030.49
 | 2010-08-17 00:00:00 | 20717.69
 | 2010-08-18 00:00:00 | 20923.24
 | 2010-08-19 00:00:00 | 20813.6
 | 2010-08-20 00:00:00 | 21000
 | 2010-08-23 00:00:00 | 21235
 | 2010-08-24 00:00:00 | 21490
 | 2010-08-25 00:00:00 | 21600
 | 2010-08-26 00:00:00 | 21030.49
 | 2010-08-27 00:00:00 | 20797.64
 | 2010-08-30 00:00:00 | 20719.59
 | 2010-08-31 00:00:00 | 20703.56
 | 2010-09-01 00:00:00 | 20809.71
 | 2010-09-02 00:00:00 | 20941.1
 | 2010-09-03 00:00:00 | 20899.14
 | 2010-09-06 00:00:00 | 20800.67