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Maximum Drawdown Calculator

Calculate maximum drawdown for investment portfolios.

Maximum Drawdown Calculator

Portfolio Values

Input Method

Manual Entry CSV Upload

Portfolio Values (comma-separated)

Enter portfolio values separated by commas

Upload CSV File

CSV should have a column with portfolio values

Quick Statistics

Max Drawdown

Peak Value

Trough Value

Recovery Days

Drawdown Analysis

Maximum Drawdown Details

Maximum Drawdown:

Peak Date:

Trough Date:

Peak Value:

Trough Value:

Recovery Period:

Portfolio Statistics

Initial Value:

Final Value:

Total Return:

Number of Periods:

Average Value:

Volatility:

Drawdown Chart

All Significant Drawdowns

Rank	Drawdown	Peak Period	Trough Period	Duration	Recovery

Understanding Maximum Drawdown

What is Maximum Drawdown?

Maximum drawdown measures the largest peak-to-trough decline in portfolio value during a specific period. It's expressed as a percentage and represents the maximum loss an investor would have experienced.

Formula:

MDD = (Trough Value - Peak Value) / Peak Value × 100%

Key Metrics:

Peak: Highest portfolio value before decline
Trough: Lowest portfolio value during decline
Recovery Period: Time to reach new peak
Duration: Time from peak to trough

Usage:

• Risk assessment and portfolio evaluation
• Comparing different investment strategies
• Setting position sizing and risk limits
• Understanding worst-case scenarios

Maximum Drawdown Calculator