Maximum drawdown
How far did a series fall from a previous peak, and how much must it rise to recover?
- Input
- 2–1,000 values greater than 0, in time order; one per line or separated by commas
- Output
- Maximum drawdown, peak and trough positions, gain needed to recover, whether recovery was observed, peak–trough chart and derivation table
- Formula
- Drawdown = current value / running peak − 1