DeployQuantDrawdown
The percentage decline from a portfolio's (or asset's) peak value to a subsequent trough. Maximum drawdown — the worst such decline over a period — is the risk number most investors actually feel: a 50% drawdown requires a 100% gain to recover. Strategy comparisons that ignore drawdown flatter volatile approaches; every DeployQuant backtest reports it alongside return.
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Backtested on 59 ETFs over 5.7 years with real engine results and a buy-and-hold comparison on every page.
Related terms
Maximum DrawdownThe largest peak-to-trough loss a strategy experienced over a test win…VolatilityThe dispersion of an asset's returns, usually measured as the annualiz…Risk ManagementEverything that bounds what a strategy can lose: position sizing, stop…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.