Drawdown and Recovery Calculator
Measure observed peak-to-trough decline and recovery from a dated wealth or total-return index.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Track the running high, divide each observation by that high and find the largest percentage decline. Seek the first subsequent observation reaching the selected pre-decline peak.
Drawdown=value/running peak−1
Worked example
Levels 100, 120, 90, 120 have a maximum drawdown of 25%; the 120 peak is recovered at the last observation.
Assumptions and input details
Use strictly ascending dates, a positive first level and subsequent nonnegative levels. Raw account balances distorted by deposits or withdrawals are unsuitable; use flow-adjusted wealth or an index. Recovery and duration are observed only at entered dates, in calendar days. The earliest deepest trough and most recent equal preceding peak are selected. No future maximum loss is estimated. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
References: CFA Institute: risk-adjusted performance measures
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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