Maximum drawdown

What maximum drawdown is, how to calculate it, why losses need bigger gains to recover, and historical drawdowns for stocks and leveraged funds.

What it is

A drawdown is how far a portfolio has fallen from its highest point. The maximum drawdown is the largest such fall over a period, measured from a peak to the lowest point before a new peak.

Drawdown = (current value - previous peak) / previous peak

Why it matters

Maximum drawdown is the loss you would actually have had to live through. Most investors abandon a strategy during a deep drawdown, often near the bottom. Knowing the historical worst case helps you choose something you can stick with.

Losses need bigger gains

Loss Gain needed to recover
-10% +11%
-25% +33%
-50% +100%
-75% +300%
-90% +900%

This is why leveraged strategies are so dangerous. See Volatility decay and Leveraged ETFs explained.

Historical drawdowns

Asset Period Max drawdown
S&P 500 2007 to 2009 About -55%
Nasdaq 100 2000 to 2002 About -83%
S&P 500 2020 (COVID) About -34%
TQQQ (3x Nasdaq) 2021 to 2022 About -80%

Using it

  • Compare it with return using the Calmar ratio.
  • Look at how long the recovery took, not just the depth.
  • Remember a backtest shows the worst drawdown so far; the future can be worse.

Questions

What is a good max drawdown?

It depends on what you can hold through. Broad stock indexes have fallen 30 to 55% in bad bear markets; a strategy promising much less should be checked for how it was tested.

See also

Pages that link here: 9 Sig, Building your investing knowledge, CAGR (compound annual growth rate), Compound interest, Investing FAQ, Leveraged ETFs explained, Leveraged strategies compared, Sharpe ratio, Skewness of returns, Staying invested through downturns, What is backtesting?, Win rate and payoff ratio

Last updated September 30, 2026. Education only, not investment advice.