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Maximum Drawdown

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The largest peak-to-trough loss a fund has experienced — "how bad would it have been at the worst possible timing?".

Maximum drawdown measures the deepest decline in a fund's history: from the highest peak its unit price reached to the lowest trough that followed, before recovery. It is always negative or zero — a fund whose price has never fallen has a max drawdown of 0%.

Its value is that it translates risk into lived experience: 15% volatility is abstract, but "the fund lost 35% of its value in a crisis and took three years to recover" is a sentence you can honestly test yourself against: would I have held on without selling?

Mind the asymmetric math of recovery: a 50% fall requires a 100% rise to get back to the starting point, not 50%. This is why long-term investors care about the depth of drawdowns as much as average returns.

The number is historical by nature: it tells you the worst that happened over the measured period, and does not guarantee the future won't bring a deeper one.

Formula

Max drawdown = (lowest trough − prior peak) ÷ prior peak

Numeric Example

A Saudi equity fund's unit price peaked at SAR 15, then fell to SAR 12 in a market correction before recovering. Max drawdown = (12 − 15) ÷ 15 = −20%. An investor who bought exactly at the peak would have watched a fifth of their money evaporate before the recovery began.

For educational and informational purposes only — not investment advice. Past performance does not guarantee future results.