Rolling XIRR and Maximum Drawdown

[excelCPA]

Does anyone have any idea how to creat a "rolling" XIRR function for a
series or cash flows and residual values?

For example:

Date CF Investment Value
1/1/11

 

[excelCPA]

Sorry, I accidently hit "send" before I was finished.

Does anyone have any idea how to creat a "rolling" XIRR function for a
given series of cash flows and residual values?

For example:

Date CF Investment Value Rolling IRR
1/1/11 -100 100 0%
1/31/11 0 102 27.2%
2/15/11 -100 205 48.5%
2/28/11 -100 304 22.5%

I cannot automate this function in excel using XIRR.


Also, does anyone have any experience calculating maximum drawdown
(maximum peak to trough) for a services of returns?

Thanks.