Maximum Drawdown (MDD) (Trough Value Peak Value) Peak Value Where: Trough Value Lowest Portfolio Value (Bottom) Peak Value Highest Portfolio Value (Top) To convert the output into a percentage, multiply the resulting figure by 100. The spreadsheet can be easily adapted for other investments across other time periods. Maximum Drawdown Formula The maximum drawdown formula is as follows. The S&P500 closing price was retrieved using this spreadsheet to automatically download stock quotes into Excel. This Excel spreadsheet calculates the Calmar Ratio for the S&P500 over a three year period from October 24th 2008.
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