Drawdown Analysis
You can add the drawdown analysis window to any screen, by choosing “Drawdowns” from the top-right of any chart or add-on.
For the date range chosen at the bottom-right of the application, and for the portfolio or sub-portfolio chosen in the main grid, the drawdown analysis displays
Peak: The return of the selected portfolio from the start of the specified date range to the peak.
Trough: The return of the selected portfolio from the start of the specified period to the trough date.
Drawdown: The return from Peak to Trough. This will be a negative number.
Peak Date
Trough Date
Recovered On: The date on which the cumulative return of the portfolio meets or exceeds the previous Peak, and the fund is no longer in drawdown.
Days to Recovery: The number of business days from Peak to Recovered On.
You can learn more about drawdowns in our three-part series of white papers on drawdown analysis: