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Drawdown Analyzer

How bad does your portfolio get before it recovers? See max drawdown, underwater curve, and the top historical crashes — with ETF history extended back to 1980.

Format: TICKER WEIGHT, separated by commas. Weights auto-normalize to 100%.

Weights: 100.0%

What this tool tells you

Max drawdown

The largest peak-to-trough decline in your portfolio's history. The number investors abandon strategies over.

Underwater curve

How far below the previous high you were, month by month. Big dips = long stretches of pain.

Top drawdowns

The five worst declines, with peak date, trough date, recovery date, and time underwater.

Worst 12-month return

Your biggest annual loss. Useful for setting realistic expectations about a bad year.

Extended history

We use a fallback chain of index funds and mutual funds to extend ETF history back to 1980 (or earlier). You see 1973-74, 2000-02, and 2008-09 for ETFs that only launched later.

Drawdown Analyzer is an educational tool. Prices from institutional market data feeds, with pre-inception history extended via index and mutual fund proxies (how we do it). This is not investment advice. Past performance does not guarantee future results.