Maximum Drawdown Calculator
Calculate the maximum drawdown of an investment.
Formula
MDD = (Trough − Peak) / Peak × 100%; Recovery needed = (1/(1+MDD%) − 1) × 100%
- MDD = (Trough − Peak) / Peak × 100%; Recovery needed = (1/(1+MDD%) − 1) × 100% — for reference only.
Maximum Drawdown Calculator
Maximum Drawdown Calculator calculation.
Frequently asked questions
How is Maximum Drawdown Calculator calculated?
MDD = (Trough − Peak) / Peak × 100%; Recovery needed = (1/(1+MDD%) − 1) × 100%