Spreadsheet: 192713d1352500276-investment-max-drawdown-1-cell-formula-without-vba-running-drawdown-monitor
Sheet: Running Drawdown

Drawdown Monitor
Start Date: |  | 31/09/1992 |  |  | [NAME]: | Current Drawdown:
NAV Start Value: |  | 1000
Date: | Discrete Performance | Cumulative Performance | NAV | "Corrected" Discrete Perf | Running Local Drawdown | Graphing Drawdown
1992-08-31 00:00:00 | 0 | 0 | 1000 | 0 | 0
1992-09-30 00:00:00 | 0.1133
1992-10-31 00:00:00 | 0.1888
1992-11-30 00:00:00 | 0.0118
1992-12-31 00:00:00 | 0.0032
1993-01-31 00:00:00 | 0.0308
1993-02-28 00:00:00 | 0.1126
1993-03-31 00:00:00 | -0.043
1993-04-30 00:00:00 | 0.0223
1993-05-31 00:00:00 | 0.0436
1993-06-30 00:00:00 | 0.0204
1993-07-31 00:00:00 | 0.0379
1993-08-31 00:00:00 | 0.0722
1993-09-30 00:00:00 | 0.0159
1993-10-31 00:00:00 | 0.1739
1993-11-30 00:00:00 | -0.0199
1993-12-31 00:00:00 | 0.2176
1994-01-31 00:00:00 | -0.0449
1994-02-28 00:00:00 | -0.0367
1994-03-31 00:00:00 | -0.0997
1994-04-30 00:00:00 | 0.017
1994-05-31 00:00:00 | 0.0435
1994-06-30 00:00:00 | -0.0573
1994-07-31 00:00:00 | 0.0563
1994-08-31 00:00:00 | 0.0739
1994-09-30 00:00:00 | -0.0504
1994-10-31 00:00:00 | -0.0143
1994-11-30 00:00:00 | -0.0394
1994-12-31 00:00:00 | -0.0187
1995-01-31 00:00:00 | -0.1041
1995-02-28 00:00:00 | 0.0765
1995-03-31 00:00:00 | -0.031
1995-04-30 00:00:00 | 0.0175
1995-05-31 00:00:00 | 0.0956
1995-06-30 00:00:00 | -0.0162
1995-07-31 00:00:00 | 0.0272
1995-08-31 00:00:00 | -0.0016
1995-09-30 00:00:00 | -0.0127
1995-10-31 00:00:00 | -0.0139
1995-11-30 00:00:00 | 0.017
1995-12-31 00:00:00 | 0.0272
1996-01-31 00:00:00 | 0.0962
1996-02-29 00:00:00 | 0.0018
1996-03-31 00:00:00 | 0.0084
1996-04-30 00:00:00 | 0.0555
1996-05-31 00:00:00 | -0.0427
1996-06-30 00:00:00 | -0.0195
1996-07-31 00:00:00 | -0.0675
1996-08-31 00:00:00 | 0.0328
1996-09-30 00:00:00 | 0.0138
1996-10-31 00:00:00 | -0.0466
1996-11-30 00:00:00 | 0.0132
1996-12-31 00:00:00 | -0.0212
1997-01-31 00:00:00 | 0.0781
1997-02-28 00:00:00 | -0.0074
1997-03-31 00:00:00 | -0.0524
1997-04-30 00:00:00 | 0.0052
1997-05-31 00:00:00 | 0.0324
1997-06-30 00:00:00 | 0.0189
1997-07-31 00:00:00 | 0.0214
1997-08-31 00:00:00 | -0.147
1997-09-30 00:00:00 | 0.0113
1997-10-31 00:00:00 | -0.23
1997-11-30 00:00:00 | -0.0612
1997-12-31 00:00:00 | 0.0021
1998-01-31 00:00:00 | -0.0393
1998-02-28 00:00:00 | 0.1435
1998-03-31 00:00:00 | -0.0273
1998-04-30 00:00:00 | -0.0655
1998-05-31 00:00:00 | -0.1027
1998-06-30 00:00:00 | -0.1006
1998-07-31 00:00:00 | 0.0034
1998-08-31 00:00:00 | -0.1624
1998-09-30 00:00:00 | 0.0691
1998-10-31 00:00:00 | 0.1922
1998-11-30 00:00:00 | 0.0907
1998-12-31 00:00:00 | 0.0039
1999-01-31 00:00:00 | 0.0222
1999-02-28 00:00:00 | 0.0044
1999-03-31 00:00:00 | 0.0836
1999-04-30 00:00:00 | 0.161
1999-05-31 00:00:00 | -0.0378
1999-06-30 00:00:00 | 0.1451
1999-07-31 00:00:00 | -0.0421
1999-08-31 00:00:00 | 0.0108
1999-09-30 00:00:00 | -0.0746
1999-10-31 00:00:00 | 0.0219
1999-11-30 00:00:00 | 0.1168
1999-12-31 00:00:00 | 0.0627
2000-01-31 00:00:00 | -0.0194
2000-02-29 00:00:00 | 0.0045
2000-03-31 00:00:00 | 0.006
2000-04-30 00:00:00 | -0.058
2000-05-31 00:00:00 | -0.0314
2000-06-30 00:00:00 | 0.0587
2000-07-31 00:00:00 | -0.0361
2000-08-31 00:00:00 | 0.0251
2000-09-30 00:00:00 | -0.113
2000-10-31 00:00:00 | -0.0583
2000-11-30 00:00:00 | 0.0004
2000-12-31 00:00:00 | -0.044
2001-01-31 00:00:00 | 0.1317
2001-02-28 00:00:00 | -0.0344
2001-03-31 00:00:00 | -0.0972
2001-04-30 00:00:00 | 0.0228
2001-05-31 00:00:00 | 0.0066
2001-06-30 00:00:00 | 0.001
2001-07-31 00:00:00 | -0.0534
2001-08-31 00:00:00 | -0.0266
2001-09-30 00:00:00 | -0.1597
2001-10-31 00:00:00 | 0.0748
2001-11-30 00:00:00 | 0.1401
2001-12-31 00:00:00 | 0.0385
2002-01-31 00:00:00 | 0.0597
2002-02-28 00:00:00 | 0.0061
2002-03-31 00:00:00 | 0.0508
2002-04-30 00:00:00 | -0.0191
2002-05-31 00:00:00 | -0.0016
2002-06-30 00:00:00 | -0.0867
2002-07-31 00:00:00 | -0.0745
2002-08-31 00:00:00 | 0.0077
2002-09-30 00:00:00 | -0.1041
2002-10-31 00:00:00 | 0.0578
2002-11-30 00:00:00 | 0.0489
2002-12-31 00:00:00 | -0.0763
2003-01-31 00:00:00 | -0.0085
2003-02-28 00:00:00 | 0.0125
2003-03-31 00:00:00 | -0.0177
2003-04-30 00:00:00 | 0.0391
2003-05-31 00:00:00 | 0.0392
2003-06-30 00:00:00 | 0.0468
2003-07-31 00:00:00 | 0.0767
2003-08-31 00:00:00 | 0.0739
2003-09-30 00:00:00 | -0.0289
2003-10-31 00:00:00 | 0.0617
2003-11-30 00:00:00 | -0.0205
2003-12-31 00:00:00 | 0.0272
2004-01-31 00:00:00 | 0.0205
2004-02-29 00:00:00 | 0.0185
2004-03-31 00:00:00 | 0.0052
2004-04-30 00:00:00 | -0.022
2004-05-31 00:00:00 | -0.051
2004-06-30 00:00:00 | 0.0063
2004-07-31 00:00:00 | -0.0133
2004-08-31 00:00:00 | 0.0489
2004-09-30 00:00:00 | 0.0429
2004-10-31 00:00:00 | 0.0133
2004-11-30 00:00:00 | 0.0431
2004-12-31 00:00:00 | 0.0305
2005-01-31 00:00:00 | 0.0248
2005-02-28 00:00:00 | 0.0351
2005-03-31 00:00:00 | -0.0257
2005-04-30 00:00:00 | -0.0243
2005-05-31 00:00:00 | 0.066
2005-06-30 00:00:00 | 0.056
2005-07-31 00:00:00 | 0.0697
2005-08-31 00:00:00 | -0.0364
2005-09-30 00:00:00 | 0.0783
2005-10-31 00:00:00 | -0.0646
2005-11-30 00:00:00 | 0.0851
2005-12-31 00:00:00 | 0.0568
2006-01-31 00:00:00 | 0.0349
2006-02-28 00:00:00 | 0.0108
2006-03-31 00:00:00 | 0.024
2006-04-30 00:00:00 | 0.0259
2006-05-31 00:00:00 | -0.0953
2006-06-30 00:00:00 | 0.0114
2006-07-31 00:00:00 | -0.0043
2006-08-31 00:00:00 | 0.0149
2006-09-30 00:00:00 | 0.0385
2006-10-31 00:00:00 | 0.025
2006-11-30 00:00:00 | 0.033
2006-12-31 00:00:00 | 0.0455
2007-01-31 00:00:00 | -0.0069
2007-02-28 00:00:00 | 0.0085
2007-03-31 00:00:00 | 0.0325
2007-04-30 00:00:00 | 0.0295
2007-05-31 00:00:00 | 0.0554
2007-06-30 00:00:00 | 0.0284
2007-07-31 00:00:00 | 0.0326
2007-08-31 00:00:00 | -0.0074
2007-09-30 00:00:00 | 0.1186
2007-10-31 00:00:00 | 0.0759
2007-11-30 00:00:00 | -0.0724
2007-12-31 00:00:00 | 0.0201
2008-01-31 00:00:00 | -0.1245
2008-02-29 00:00:00 | 0.0502
2008-03-31 00:00:00 | -0.0585
2008-04-30 00:00:00 | 0.0858
2008-05-31 00:00:00 | -0.0152
2008-06-30 00:00:00 | -0.1094
2008-07-31 00:00:00 | -0.0215
2008-08-31 00:00:00 | 0.0201
2008-09-30 00:00:00 | -0.148
2008-10-31 00:00:00 | -0.1667
2008-11-30 00:00:00 | -0.0135
2008-12-31 00:00:00 | 0.1622
2009-01-31 00:00:00 | -0.0782
2009-02-28 00:00:00 | -0.0471
2009-03-31 00:00:00 | 0.1424
2009-04-30 00:00:00 | 0.1148
2009-05-31 00:00:00 | 0.0517
2009-06-30 00:00:00 | -0.0116
2009-07-31 00:00:00 | 0.1158
2009-08-31 00:00:00 | 0.015
2009-09-30 00:00:00 | 0.1172
2009-10-31 00:00:00 | -0.0331
2009-11-30 00:00:00 | 0.0324
2009-12-31 00:00:00 | 0.0528
2010-01-31 00:00:00 | -0.0556
2010-02-28 00:00:00 | 0.0665
2010-03-31 00:00:00 | 0.0794
2010-04-30 00:00:00 | 0.0042
2010-05-31 00:00:00 | -0.0591
2010-06-30 00:00:00 | -0.022
2010-07-31 00:00:00 | 0.0266
2010-08-31 00:00:00 | 0.0025
2010-09-30 00:00:00 | 0.0918
2010-10-31 00:00:00 | 0.0123
2010-11-30 00:00:00 | 0.0063
2010-12-31 00:00:00 | 0.0623
2011-01-31 00:00:00 | -0.0352
2011-02-28 00:00:00 | -0.0317
2011-03-31 00:00:00 | 0.0673
2011-04-30 00:00:00 | 0.0026
2011-05-31 00:00:00 | -0.0097
2011-06-30 00:00:00 | 0.0052
2011-07-31 00:00:00 | -0.0184
2011-08-31 00:00:00 | -0.0771
2011-09-30 00:00:00 | -0.0961
2011-10-31 00:00:00 | 0.093
2011-11-30 00:00:00 | -0.0546
2011-12-31 00:00:00 | 0.0124
2012-01-31 00:00:00 | 0.0859
2012-02-29 00:00:00 | 0.0398
2012-03-31 00:00:00 | -0.0304
2012-04-30 00:00:00 | -0.011
2012-05-31 00:00:00 | -0.0547
2012-06-30 00:00:00 | 0.0207
2012-07-31 00:00:00 | 0.0402
2012-08-31 00:00:00 | -0.0164