Maximum Drawdown And Recovery Calculator
Maximum Drawdown And Recovery: a planned Super Calculator tool. Covers value series (currency) or return series (%). Stub page. Not published yet. Scope is.
Maximum Drawdown And Recovery Calculator is a planned calculator in the finance section of Super Calculator, covering investing and portfolio.
What this calculator will compute
Inputs: value series (currency) or return series (%).
Outputs: maximum drawdown (%), gain required to recover (%), drawdown duration (periods) and time to recovery (periods).
Formula, recorded as scope and not yet verified against a primary source: Maximum drawdown is the largest peak to trough decline in the series, and the required gain to recover equals 1/(1-d) - 1, which is why a 50% loss needs a 100% gain. Time under water is reported alongside depth because it is the constraint investors actually experience.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.