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Maximum Drawdown Calculator

Pin down the single worst peak-to-trough loss a strategy ever suffered.

What is maximum drawdown?

Maximum drawdown is the largest peak-to-trough percentage decline an investment suffers over a given period, measured before a new peak is reached. If a portfolio climbs to 130, sinks to 100 and then recovers, its maximum drawdown for that stretch is roughly −23%. It is a single, blunt summary of worst-case pain, widely used to compare downside risk across strategies that may share similar average returns.

Underwater Curve — Maximum Drawdowndrawdown

Illustrative underwater curve for a choppy equity path; the deepest trough is the maximum drawdown. Synthetic data.

Averages flatter; extremes bite. Maximum drawdown zooms in on the worst moment in a track record — the deepest the account ever fell from a prior high. This tool charts a choppy equity path's underwater curve so you can see where the single largest loss occurred and reason about its severity.

The statistic, and what it hides

Maximum drawdown reduces an entire loss experience to one number: the deepest trough relative to the preceding peak. That brevity is its strength and its weakness. It is invaluable for a quick worst-case comparison, but it says nothing about how often smaller drawdowns occurred, how long the worst one lasted, or whether the strategy has even recovered yet. A single alarming figure can also come from one unrepeatable event.

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Because maximum drawdown is defined by a single historical episode, it is sensitive to the sample window. Lengthen the history and you may capture a worse crisis; shorten it and a benign figure can lull you. Prudent analysts quote it alongside the recovery time and the second- and third-worst drawdowns, so one lucky or unlucky period does not dominate the risk picture.

Recovery and the underwater period

A drawdown is not truly over until equity reclaims its old peak. The recovery time — how many days, months or years that takes — is often more punishing than the depth itself. A −30% drawdown that heals in three months is easier to sit through than a −20% one that grinds sideways for two years. Reporting the maximum drawdown together with its recovery length gives a far fuller picture of downside risk.

How Quadesto computes it

Quadesto scans your equity series, tracks the running peak, and returns the largest percentage shortfall from any peak as the maximum drawdown, along with the dates that bound it. It also feeds the Calmar ratio — annualised return divided by maximum drawdown — so you can weigh reward against worst-case risk. The underwater chart above marks where the deepest trough sits, and the figures embed into reports.

Build this with your own data

Upload a CSV or connect a live source, and Quadesto renders this exact chart — styled, computed, and embeddable in your reports and newsletters. Free to start.

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Frequently asked questions

How do you calculate maximum drawdown?
Track the running maximum of the equity curve, compute each point's percentage below that peak, and take the most negative value over the whole period. That trough, expressed as a percentage, is the maximum drawdown. It captures the single worst peak-to-trough loss the strategy endured.
What is the Calmar ratio?
The Calmar ratio divides a strategy's annualised return by its maximum drawdown, giving return per unit of worst-case loss. A higher Calmar means more reward for the deepest pain suffered. It is popular with managed-futures and trend strategies where drawdown control is central to the pitch.
Is a lower maximum drawdown always better?
Lower drawdown is desirable, but not in isolation. A strategy with tiny drawdowns may also have tiny returns. The right question is whether the drawdown is acceptable for the return earned, which is why measures like Calmar pair the two rather than viewing drawdown alone.
How does maximum drawdown differ from volatility?
Volatility measures how much returns scatter around their mean, counting gains and losses alike. Maximum drawdown captures only the worst downside episode — the deepest fall from a peak. A strategy can be low-volatility yet still suffer one severe drawdown, so both metrics add value.
Can I find the max drawdown of my own portfolio?
Yes. Upload your equity or NAV series to Quadesto and the engine reports the maximum drawdown, the dates that bracket it and the recovery length, plus the Calmar ratio. The underwater chart and figures embed straight into performance reports.