Maximum Drawdown
Returns the maximum drawdown, which is the largest peak-to-trough decline.
Syntax
=MaximumDrawdowns()Examples
When to Use
- Risk tolerance assessment
- Strategy comparison
- Worst-case analysis
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Current drawdown | Drawdown() |
| Probability-based risk | ValueAtRisk() |
Common Issues & FAQ
What does -0.35 max drawdown mean?
The portfolio lost 35% from its peak at the worst point.
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