Provide a series of positive numeric values representing portfolio or asset values over time.
Maximum Drawdown Results
Metric
Value
Maximum Drawdown
Peak Value
Trough Value
Drawdown Start Index
Drawdown End Index
What is Maximum Drawdown?
Maximum Drawdown (MDD) is the largest percentage drop from a peak to a trough in an investment's value over a specified period. It's a key risk metric, indicating the worst possible loss an investor would have faced if they had bought at a peak and sold at a subsequent trough.
