Drawdown

Returns the current percentage decline from the peak value.

Examples

=Drawdown()

When to Use

  • Risk monitoring
  • Peak-to-trough analysis
  • Loss assessment

When NOT to Use

Scenario Use Instead
Maximum drawdown MaximumDrawdowns()
Value at risk ValueAtRisk()

Common Issues & FAQ

Q: How is drawdown calculated? A: (Current Value - Peak Value) / Peak Value.

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