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
gt;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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- Sep 10 Mon 2007 20:39
counting a string of negative or positive numbers
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