Drawdownrisk_portfolio

Drawdown is the decline from a portfolio’s peak value to its subsequent trough before a new peak is reached, typically expressed as a percentage or dollar amount. It is a measure of downside risk used in performance assessment and risk management.

Meaning and calculation

Drawdown measures how much an investment or portfolio declines from its most recent peak to its lowest point before recovering. It is commonly expressed as a percentage of the peak value (e.g., a 20% drawdown from $100,000 to $80,000) or as a dollar amount. Maximum drawdown (MDD) refers to the largest such decline over a specified period.

How it is used

Investors and managers monitor drawdown to understand downside risk and to compare investment paths; it complements volatility by focusing on losses from peaks rather than average fluctuations. Drawdown can be computed for a single asset, a strategy, or a portfolio, and over different time windows (e.g., rolling 1 year, 5 years).

Context and interpretation

Shorter drawdowns imply less severe downside; longer, deeper drawdowns indicate higher risk and potentially longer recovery times. Time to recovery (TTR) and the depth of the drawdown together describe the resilience of an investment approach. Some use drawdown limits or risk controls to manage allocation.

Example Usage

If a portfolio peaks at $100,000 and later declines to $85,000, the drawdown is $15,000, or 15%.

Related Terms

Maximum drawdown (MDD) · Peak · Trough · Recovery time · Volatility · Downside risk

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