假设你是求excel中A2:A100的数值的最大回撤,那么请按照步骤来进行以下操作
打开excel,同时按alt+f11,然后输入如下内容
Function MaxDrawDown(returns As Variant) As Variant
Dim TS As Variant
Dim n As Integer
Dim Min As Double
TS = returns
n = UBound(TS)
Min = 0
For i = 1 To n
For j = i To n
temp = TS(j, 1) / TS(i, 1) - 1
If temp < Min Then
Min = temp
End If
Next
Next
MaxDrawDown = Min
End Function
然后在表格的任意单元格输入函数maxdrawdown(a2:a100) #范围改为自己的就行