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drawdown Metric

What Is Maximum Drawdown?

Maximum drawdown (MDD) is the largest peak-to-trough decline in portfolio or strategy value over a given period.

Quick Answer

Maximum drawdown (MDD) is the largest peak-to-trough decline in portfolio or strategy value over a given period.

What Does Max Drawdown Measure?

Maximum drawdown measures the worst cumulative loss from a prior high to a subsequent low. It is expressed as a percentage (e.g. -20%) and is one of the most intuitive risk metrics: it answers “how much could I have lost if I had been in this strategy from the start?” Traders and investors use it to size positions, set expectations, and compare the risk of different strategies or funds.

Formula:
Max Drawdown = (Trough Value - Peak Value) / Peak Value (expressed as %)

Typical range: Varies widely; 5–30% common for diversified strategies

How to Interpret Max Drawdown

  • 1A -20% max drawdown means the strategy was down 20% from a prior high at its worst
  • 2MDD is always negative or zero; often reported as absolute value (e.g. 20%)
  • 3Larger drawdowns usually require more time to recover psychologically and financially
  • 4Compare MDD with recovery time and return to assess “pain” of the strategy

How to Use Max Drawdown in Backtesting & Portfolio Analysis

Assess worst-case loss over the backtest or live period
Size positions and leverage based on acceptable drawdown
Compare strategy risk in a way clients and traders understand
Set stop-outs or risk limits in systematic trading

Common Mistakes to Avoid

Assuming past max drawdown is the worst you will ever see (tail risk)
Ignoring length of drawdown (time under water)
Comparing MDD across very different time periods or market regimes
Focusing only on MDD without recovery factor or return profile

Backtest with Max Drawdown in VaultCharts

VaultCharts includes backtesting with built-in and custom strategies. Analyze Max Drawdown, Sharpe ratio, max drawdown, and more—all with your data stored locally.

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