%Risk & accounts

Maximum drawdown

Also calledMDD · max drawdown

Maximum drawdown is the largest peak-to-trough decline in an account, fund, or trading strategy over a specified measurement period. It records the worst observed loss from a prior high value before a subsequent recovery or the end of the period.

What Maximum drawdown means

Unlike a current drawdown, maximum drawdown looks backward over a defined history and selects the deepest decline. The result depends on the start date, end date, valuation frequency, and whether values are based on balance or equity. It is therefore a historical statistic, not a limit on future losses or a forecast of risk.

Maximum drawdown provides a concise way to describe the most severe observed account decline. It can help compare records with different return paths, but it cannot capture every risk: a short history may omit stressed markets, and a value calculated from daily snapshots may miss larger intraday declines.

Over one period, account equity rises from $10,000 to $15,000, drops to $9,000, then ends at $14,000. The largest peak-to-trough fall is $6,000, from $15,000 to $9,000. Maximum drawdown is therefore 40% ($6,000 ÷ $15,000), even though the ending value is above the starting value.

Common questions

Can maximum drawdown change after the measurement period ends?+

Yes. Once new account values are added, a later and deeper peak-to-trough decline can replace the previously recorded maximum. A maximum drawdown should always identify the period covered.

Does maximum drawdown show how likely future losses are?+

No. It describes the worst decline observed in past data under a stated calculation method. Future market conditions, leverage, position sizes, and execution may produce smaller or larger declines.

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01CME Group — Risk Management and Your Trade Plan02FINRA — Margin Regulation