Page 1 of 1

Porttfolio Run Up

Posted: Feb 26 2011
by egg4019
I am looking for the max run-up and max draw-down of my entire portfolio each and everyday. When running portfolio performance reports off of the portfolio back-tester I can find the max run-up for each individual equity however not for the combined portfolio for its highest point and lowest point in the day. I noticed that there are run up and draw down graphs but when running a snap shot of 12 months worth of results, reading those graphs make it impossible to figure out each individual day. The only way I was able to figure something out was by running each day separately but going this route will take me a long time to get where I am going. There has got to be an easier way. Please let me know if you have any thoughts or suggestions.

Re: Porttfolio Run Up

Posted: Mar 16 2011
by Dave Masalov
Dear egg4019,

As far as I understand you need Daily Return & Drawdown page in portfolio performance report. Only Monthly Return & Drawdown page is available at the moment. Please post a feature request in Project Management: https://www.multicharts.com/pm/