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Hi
I have managed to get the the answer that I want by using the F(x)=min in the Total Mode section of the expressions tab for graphs. I now only want to display this value for each of the portfolios in my first dimension. My first dimension is portfolio name, my second dimension is FromDate, and my thrid dimension is AsOfDate. This allows me to calculate cumulatives returns for each portfolios by doing this for every date combination. I then just look for the minimum value as my maximum drawdown.
Is there anyway to suppress anything except that value, or an alternative way of getting to the same answer?
Any help would be appreciated.
Thanks.
Joao.
Maybe,
=min(aggr(Sum(x), portfolio, FromDate, AsOfDate))
Of course, you should use it with one dimension portfolio.
I also assumed that you've calculated your value for each portfolio, FromDate and AsOfDate with simple Sum(x).
Replace it with your ecpression.
Maybe,
=min(aggr(Sum(x), portfolio, FromDate, AsOfDate))
Of course, you should use it with one dimension portfolio.
I also assumed that you've calculated your value for each portfolio, FromDate and AsOfDate with simple Sum(x).
Replace it with your ecpression.
Works brilliantly. Thank you so much.
Sent from my iPad