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Glossary entry · Trade-offs

Drawdown

Definition

The percentage decline of an asset from its most recent peak to its current level. More useful than volatility for understanding what an investment actually feels like to hold during bad years.

Example

The S&P 500 had a 56% drawdown during the 2008 crash, and a 35% drawdown in March 2020.

From the lessons
Lesson · 04

Drawdown

This term appears in a longer lesson, where the idea gets the proper treatment with examples and a working visualization.

Read the lesson