Maximum Drawdown Calculator
Quantify investment risk with ease using our Maximum Drawdown Calculator. Measure the largest loss from peak to trough, empowering informed decision-making. Try now!
Related Calculators: Sortino Ratio , Treynor Ratio, Jensens Alpha, Information Ratio
Maximum Drawdown Formula
The maximum drawdown is calculated using the following formula:
Maximum Drawdown = (Peak Value - Trough Value) / Peak Value
- Peak Value: The highest value reached by the investment or portfolio.
- Trough Value: The lowest value reached by the investment or portfolio.
The result represents the maximum loss as a percentage of the peak value.
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