%Risk & accounts

Drawdown

Drawdown is the decline in an account, portfolio, or strategy from a prior peak to a later lower value, usually measured as a percentage or amount.

What Drawdown means

Drawdown shows how far value has fallen from the most recent high-water mark. It can be measured on an open position, an account balance, or a performance series over time. The concept is useful because two accounts with the same ending return can have very different paths of loss along the way.

Drawdown helps traders and investors see downside path risk, not just final return. Large drawdowns can pressure margin, reduce trading flexibility, and make recovery harder because losses must be recouped from a smaller base.

If an account rises from $10,000 to $12,000 and later falls to $9,600, the drawdown from the peak is $2,400, or 20%. This is a simplified example that ignores deposits, withdrawals, and fees.

Common questions

Can drawdown be measured in dollars and percent?+

Yes. Percent is common for comparing accounts of different sizes, while dollars show the absolute amount lost from the peak.

Does drawdown only apply to closed trades?+

No. It is often used on live account equity or portfolio value, so unrealized losses can be part of the calculation.

Go to the original material.

01CFA Institute digest on drawdown analysis02CME Group educational material on drawdown03CME Group educational material defining drawdown as a losing period