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    Calculating drawdown within cumulative data

    ericdavidson

      Hi all,

       

      I'm hoping someone can provide some help to me as a fairly novice Tableau viz user. Please see the picture below, which I have attempted to demonstrate the concept that I am trying to figure out how to calculate within Tableau. In this example you could assume that both the max % drawdown and the longest drawdown period are the same drawdown (marked by the red lines), but this is often not the case. As soon as the price makes a new high and takes out the prior peak, this marks the end of the drawdown period.

      Drawdown (1).png

      Regarding the longest drawdown (or time to recover "to prior peak"), this is not necessarily the deepest % decline (as above), but the longest period (in time) that the price remains below it's previous peak.

       

      I can achieve this in Excel (see attached spreadsheet), but I can't work out how to transition this into Tableau.

       

      Any advise would be appreciated.

       

      Thanks!

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