Free Maximum Drawdown Calculator
Paste a comma-separated equity series (or returns) — the calculator returns the maximum peak-to-trough decline, the return required to recover, and Calmar ratio if you also enter annualized return.
Equity values over time (e.g. account balance week by week)
For Calmar ratio calculation
Maximum drawdown
−22.73%
Peak $110 → trough $85
Recovery required
+29.41%
Calmar ratio
0.53
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How to use this calculator
How it works:
- The calculator walks through your equity series and tracks the running peak.
- At each point it computes drawdown = (peak − current) / peak.
- The maximum value seen is the maximum drawdown.
Recovery math: to recover from a drawdown of X%, you need to gain X / (100 − X) × 100%. A 50% drawdown requires a 100% gain to recover. A 90% drawdown requires a 900% gain.
Calmar ratio = Annualized return ÷ |Max drawdown|. Above 1.0 is decent; above 2.0 is good; above 3.0 is rare.