Porttfolio Run Up

Questions about MultiCharts and user contributed studies.
egg4019
Posts: 5
Joined: 15 Nov 2010

Porttfolio Run Up

Postby egg4019 » 26 Feb 2011

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.

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Dave Masalov
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Re: Porttfolio Run Up

Postby Dave Masalov » 16 Mar 2011

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/


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