← Back to Calculators
📉

Maximum Drawdown Simulator

Estimate MDD and recovery time based on volatility.

Maximum Drawdown Simulator

Calculate maximum drawdown from a peak and its subsequent trough.

Results

Calculate maximum drawdown from a peak and its subsequent trough.

Maximum Drawdown Simulator

Maximum drawdown is the largest drop from a peak to a trough for an investment. Use this tool to see the absolute and percentage decline and the percentage recovery required to return to the previous peak.

Loaded "mdd-simulator" metadata.