Maximum Drawdown Calculator
Calculate maximum drawdown from a series of period values. Largest peak-to-trough decline as a percentage.
Use the Maximum Drawdown Calculator
Enter value at end of each period. Maximum drawdown (%) is calculated.
Period values
Value at end of each period (e.g. monthly or yearly).
Results
Maximum drawdown (%)
13.64%
Largest peak-to-trough decline. Tracks running peak; drawdown = (peak - value) / peak.
How this calculator works
We track the running peak and compute drawdown at each point: (peak - value) / peak. Maximum of these is the max drawdown.
How to interpret your results
Lower max drawdown indicates less downside risk. Compare across strategies or time periods.
FAQs
What is maximum drawdown?▾
The largest decline from a peak to a subsequent trough, expressed as a percentage of the peak.
Which inputs do I need?▾
Value at the end of each period (e.g. monthly or yearly). Enter in chronological order.
When would I use this?▾
To measure risk in a strategy or fund; to compare downside across investments.
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