What this calculator does
Maximum drawdown works out the worst peak-to-trough decline across a series of portfolio values. Enter your own figures above and the answer updates as you type: nothing is fixed in the code, so the result reflects exactly the numbers you supply.
The formula this calculator evaluates is printed under the tool and explained below, so you can check the working by hand or reuse it in a spreadsheet.
The formula
FormulaDrawdown at t = (Running peak − Value at t) / Running peak; Maximum drawdown = largest drawdown across the series
The inputs explained
| Field | What to enter |
|---|---|
| Portfolio values in order (comma separated) | A list of numbers, separated by commas or spaces. |