Code tool

Loss recovery and drawdown calculator

Compare percentage losses or calculate the signed change from a peak to a supplied value.

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Loss: recovery = loss ÷ (100 − loss) × 100. Peak: drawdown = (peak − value) ÷ peak × 100; recovery change = (peak − value) ÷ value × 100.

Use a positive peak and a nonnegative value in the same unit. A negative recovery change means a decrease back to the entered peak, not a required rise. This is a two-value calculation; cash flows, time series and recovery likelihood are excluded.

Calculations use JavaScript binary floating point. The report stores complete Number strings without fixed decimal rounding; displayed values use up to 12 significant digits.

A QUICK WALKTHROUGH

How to use this tool

  1. Choose a mode
  2. Loss scenarios (1–20)
  3. Calculate

Formula

Loss: recovery = loss ÷ (100 − loss) × 100. Peak: drawdown = (peak − value) ÷ peak × 100; recovery change = (peak − value) ÷ value × 100.

Model

Use a positive peak and a nonnegative value in the same unit. A negative recovery change means a decrease back to the entered peak, not a required rise. This is a two-value calculation; cash flows, time series and recovery likelihood are excluded. Calculations use JavaScript binary floating point. The report stores complete Number strings without fixed decimal rounding; displayed values use up to 12 significant digits.

Values stay in your browser.

Values stay in your browser.

GOOD TO KNOW

Common questions

Why are loss and recovery different?

Recovery uses the reduced base. A 100% loss leaves zero, so no finite percentage rise restores it.

Does this find maximum drawdown?

No. It uses only the two supplied values, which may not be an actual historical peak and trough.