ENTRY  N° 17  /  80
Glossary

Drawdown

Part of the theme Risk and position sizing.

Definition

A drawdown is the decline in account equity from a peak to a later trough, usually stated as a percentage.

It measures how much has been lost from the high-water mark and is a key gauge of how painful and survivable a strategy is. Because recovery is asymmetric, drawdowns must be actively contained.

Formula / example: equity from $10,000 to $8,000 is a 20% drawdown

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