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Portfolio calculator

Portfolio Drawdown Calculator

See the largest peak-to-trough decline in a target-weight portfolio and compare it with SPY over the same type of historical window.

Examples: NVDA 40%, MSFT 30%, GOOG 30% or ticker-only lines for equal weights. Up to 10 long-only holdings.

Enter 4 for 4% per year. Default: 0%.

Methodology

  • A synthetic equity curve starts at 1.00 and compounds common daily returns across the selected holdings.
  • Maximum drawdown is the worst percentage drop from a running high-water mark.
  • Peak, trough, and recovery dates are reported when the local price history supports them.
  • Benchmark drawdown is shown only when enough overlapping local SPY observations exist.

Historical returns use dividend-adjusted prices. Calculations are research outputs and are not investment advice.

Worked Example

A drawdown of -22% means the portfolio fell 22% from a previous equity peak before reaching the reported trough.

The default sample uses NVDA 40%, MSFT 30%, GOOG 30% with the 3Y lookback and SPY as benchmark context.

Is drawdown the same as volatility?

No. Volatility measures return dispersion. Drawdown measures the depth of a realized peak-to-trough decline.

What does recovery date mean?

It is the first later date where the equity curve returned to the old peak. It is blank if recovery did not happen in-window.

Can drawdown be positive?

No. A portfolio that never falls below a prior peak has a maximum drawdown of 0%.

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