Biggest Fall from Previous Peak

Measure biggest loss from peak to later low for series of values.

Your numbers

Biggest peak-to-trough loss

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Estimate for learning with your assumptions; no live prices, tax rules or guaranteed returns.

Formula

For each time, compare portfolio value with the highest value wey e don reach. Drawdown na 1−Vₜ/Hₜ; maximum drawdown na the biggest of those fractions. Vₜ na present value and Hₜ na the highest value so far.

Measure biggest loss from peak to later low for series of values.

Example wey show the calculation

Positive portfolio values, arranged by time: 100, 120, 90, 110, 80, 130

Biggest peak-to-trough loss: 33.3333333333 %
Observation number for the peak: 2
Observation number for the lowest point: 5

Where e fit work and limits

Estimate for learning with your assumptions; no live prices, tax rules or guaranteed returns.

We check inputs for missing values and allowed ranges. Result wey pass the finite numeric range no go show. Rounding affect wetin display, while calculation use the model numeric precision.

Check your units and assumptions before you rely on result. Changing label no convert currency or physical unit.

Version of di formula: 67edb18d514c · Example don get check: 2026-10-30

Method