Drawdown One Year

Returns the maximum drawdown over the last 12 months (252 trading days). This is a key risk metric for annual performance assessment.

Notes

  • Standard measure for annual risk reporting
  • Useful for comparing risk across investments
  • Key input for risk-adjusted returns

Examples

=DrawdownOneYear("AAPL")
Max 1-year drawdown
=DrawdownOneYear("SPY")
S&P 500 ETF drawdown

When to Use

Annual risk assessment, portfolio risk analysis, risk-adjusted returns

When NOT to Use

| Need multi-year | DrawdownThreeYears(), DrawdownFiveYears() |

Common Issues & FAQ

Q: Why am I getting "NA"? A: Check that the symbol is valid and has sufficient trading history for the requested period.

Q: Are returns price-only or total return? A: These are typically price returns. Dividend-adjusted returns may differ.

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MarketXLS Excel Add-in Tutorial - How to Use Drawdown One Year and Other Financial Formulas
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