Tools

Drawdown & Risk-of-Ruin (Deterministic)

Illustrate fixed-risk drawdown and recovery math from losing streaks (non-predictive). Stateless utility — refresh resets inputs.

Remaining Equity Factor0.9044
Drawdown9.56%
Recovery Needed to Break Even10.57%
Equity After Streak$9,043.82
LossesRemainingDrawdownRecovery Needed
10.99001.00%1.01%
20.98011.99%2.03%
30.97032.97%3.06%
40.96063.94%4.10%
50.95104.90%5.15%
60.94155.85%6.22%
70.93216.79%7.29%
80.92277.73%8.37%
90.91358.65%9.47%
100.90449.56%10.57%

Deterministic math illustration only. It does not predict outcomes or future performance.