Maximum Drawdown Calculator
Result
Maximum Drawdown Calculator Calculate the maximum drawdown of an investment. — free online calculator.
Formula
- Maximum Drawdown Calculator calculates its result from Peak, Trough. It uses the formula MDD = (Trough − Peak) / Peak × 100%; Recovery needed = (1/(1+MDD%) − 1) × 100%. Change any input to recalculate the result instantly.
- The main inputs are Peak, Trough. Enter them in the units and format shown in the calculator.
- Use monetary amounts, rates and time periods exactly as labeled; the result reflects the assumptions entered on this page.
- Changing any input above recalculates the result with the same calculation engine used by this page.
Example: Maximum Drawdown
- Peak: 2
- Trough: 3
Using Peak = 2, Trough = 3, the calculated result is -0.0049751244.
Sample result: Calculating…
Frequently asked questions
What does the Maximum Drawdown calculate?
Maximum Drawdown Calculator Calculate the maximum drawdown of an investment. — free online calculator.
Which values should I enter?
Enter Peak, Trough using the units and format shown beside each field.
What formula does this calculator use?
The calculator uses the following relationship: MDD = (Trough − Peak) / Peak × 100%; Recovery needed = (1/(1+MDD%) − 1) × 100%.
Why might my result differ from another source?
Results can differ when another source uses different units, rounding rules, conventions or assumptions. Compare the inputs and definitions before comparing results.
Does the result update automatically?
Yes. Changing an input updates the result using the same calculation engine shown on this page.