excel求最大回撤

打开excel，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 = MinEnd 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