Maximum Drawdown

CitadelTwo SigmaMan Group

A fund’s value series is 100, 120, 90, 110, 80, 130. What is the maximum drawdown, as a percent? (Round to 2 decimals.)

Approach

Track the running maximum, then the largest drop below it.

Peak 120 → trough 80.

Answer

Show the final answer

The answer is 33.33. Sign in free for the full worked solution and to check your own answer.