Maximum Drawdown

Returns the maximum drawdown, which is the largest peak-to-trough decline.

Examples

=MaximumDrawdowns()

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

Q: What does -0.35 max drawdown mean? A: The portfolio lost 35% from its peak at the worst point.

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Get started today
MarketXLS Excel Add-in Tutorial - How to Use Maximum Drawdown and Other Financial Formulas
▶
How does MarketXLS work?

Related Functions