'**********************************************************************************
'************************Max Drawdown**********************************************
'**********************************************************************************
Function max_drawdown(matrice As Range)
Dim i, n As Integer
Dim diff, test As Single
n = matrice.Rows.Count
max_drawdown = 0
diff = 0
For i = 1 To n - 1
    test = matrice(i + 1) - matrice(i)
    If test <= 0 Then
        diff = diff + test
    ElseIf max_drawdown > diff Then
        max_drawdown = diff
        diff = 0
    End If
Next i
End Function