Risk & statistics · Glossary

Drawdown

A drawdown is the drop from a peak in account value to the following trough, usually shown as a percentage. Recovery is non-linear: a 30% drawdown requires a 42.8% gain to get back to even, and a 50% drawdown needs 100%. Keeping maximum drawdown low (often under 20%) is a core goal of risk management.

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FAQ

What is Drawdown?

A drawdown is the drop from a peak in account value to the following trough, usually shown as a percentage. Recovery is non-linear: a 30% drawdown requires a 42.8% gain to get back to even, and a 50% drawdown needs 100%. Keeping maximum drawdown low (often under 20%) is a core goal of risk management.

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