FindMF

Maximum Drawdown

Maximum drawdown is the largest peak-to-trough fall a fund suffered over a period, before it recovered. It answers "what's the worst loss I would have lived through?" and is a gut-check on downside risk.

max_drawdown = max over time of (trough_value - prior_peak_value) / prior_peak_value * 100 (as %, negative)

What maximum drawdown tells you

Averages hide pain. Maximum drawdown captures the single worst slide from a high point to a subsequent low — the deepest paper loss you'd have endured had you bought at the worst possible peak.

A fund with a strong CAGR but a -55% max drawdown demanded enormous patience to hold through. A fund at -25% was a calmer ride.

How to read it

How FindMF computes it

We build a daily wealth index from the fund's AMFI NAV series, track the running peak, and record the largest percentage drop from any peak to its following trough. It's shown as a negative percentage. Note: on funds flagged for splits or corporate actions, drawdown can be distorted because we flag but do not back-adjust the NAV. See methodology.

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