Drill down in Power BI is a tool that helps to break down the reports to multi-levels for hierarchal features. Drill down is used to see the data at each level for the additional relevant details. For example, we want to analyze the revenue according to the subcategory of products. We drill down the category of products to sub-category to understand which products are causing a decrease in revenue.
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You can watch this video on Power BI Training to know about drill down with an example: