Maximum Drawdown

[#1]

Hi,

is it possible to compute this maximum drawdown in Qlikview instead of Excel?

Thanks for helping me!

[sunny_talwar]

Are you looking for a script based solution or front end?

[swuehl]

Try a straight table chart with dimension Date and expressions

Course:

=Course // or how you do the course calculation

Max:

=RangeMax( Above( YourCourseExpression, 0, RowNo() ))

DrawDown:

=Column(2) / Column(1) -1

[joris_lansdaal]

Hi, you can try:

Sum(Aggr(Sum(Course),Date)/Aggr(Sum(Max),Date))/Count(DISTINCT Date)-1

[sunny_talwar]

Script based:

Table:

LOAD *,

  Num(Max/Course - 1, '#,##0.0%') as Drawdown;

LOAD *,

  RangeMax(Course, Peek('Max')) as Max;

LOAD * INLINE [

    Date, Course

    12/1/2015, 100

    12/2/2015, 110

    12/3/2015, 120

    12/4/2015, 115

    12/5/2015, 110

    12/6/2015, 120

    12/7/2015, 160

    12/8/2015, 200

    12/9/2015, 180

    12/10/2015, 220

];

[#6]

Hi sunny,

thanks for helping me! Also thanks to swuehl and Joris.

But sunny's method doesn't work for now. I think it's because I use the Excelsheet and didn't know how to Change the script that it fits. Your Scriptcode with Inline works fine but is unuseful for me.

This is the way my script looks like:

LOAD     Date,
               Course
FROM

(ooxml, embedded labels, table is Tabelle1);

Table:
LOAD *,
  Num(Max/Course - 1, '#,##0.0%') as Drawdown;
LOAD *,
  RangeMax(Course, Peek('Max')) as Max;

There is no Errormessage, but the Fields don't load.

[sunny_talwar · Accepted solution]

Your order is incorrect, try this:

Table:

LOAD *,

  Num(Max/Course - 1, '#,##0.0%') as Drawdown;

LOAD *,

  RangeMax(Course, Peek('Max')) as Max;

LOAD Date,
          Course
FROM

(ooxml, embedded labels, table is Tabelle1);