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Snwealthcare
Regular Visitor

calculate max drawdown for multiple portflio

I wanted to calculate the maximum drawdown for multiple portfolio .and wanted to add the filter on dash board. 

If multiple portflio are selected than it should show the drawdown of multiple porflio selected 

in my data there will be name of the porflio daily PL of the portflio 

sample data 

Date  Portflio 1  Portfolio 2  Portflio 3 
1-Jan-19          -813.00        896.00                      877.00
2-Jan-19            848.00   -2,000.00                      525.00
3-Jan-19       -1,316.00    2,010.00                  2,010.00
4-Jan-19            187.00         -78.00                      478.00
5-Jan-19          -592.00    1,061.00                      350.00
6-Jan-19        1,061.00    2,277.00                      735.00
7-Jan-19        1,777.00    2,069.00                      680.00
8-Jan-19        2,069.00    1,574.00                  1,795.00
9-Jan-19        1,052.00    1,052.00                      506.00
10-Jan-19            968.00    1,781.00                  1,781.00

 

1 ACCEPTED SOLUTION
Anonymous
Not applicable

Hi @Snwealthcare ,

@amitchandak Thanks for replying!
Have you solved your problem? What does @amitchandak mean is as below:
Choose the three columns and click Unpivot:

vjunyantmsft_0-1711002358271.png

vjunyantmsft_1-1711002380274.png

Then click "Close & Apply" and use this table to calculate. Just as below:

vjunyantmsft_4-1711003690553.png


Best Regards,
Dino Tao
If this post helps, then please consider Accept both of the replies as the solution to help the other members find it more quickly.

View solution in original post

2 REPLIES 2
Anonymous
Not applicable

Hi @Snwealthcare ,

@amitchandak Thanks for replying!
Have you solved your problem? What does @amitchandak mean is as below:
Choose the three columns and click Unpivot:

vjunyantmsft_0-1711002358271.png

vjunyantmsft_1-1711002380274.png

Then click "Close & Apply" and use this table to calculate. Just as below:

vjunyantmsft_4-1711003690553.png


Best Regards,
Dino Tao
If this post helps, then please consider Accept both of the replies as the solution to help the other members find it more quickly.

amitchandak
Super User
Super User

@Snwealthcare , In this case i think you should unpivot the table first, that will allow you slicer on Portfolio

 

Unpivot Data(Power Query): https://youtu.be/2HjkBtxSM0g

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