What we develop

Drawdown Module

What was the maximum loss of my portfolio in the last 5 years? Did the Ukraine crisis have a negative impact on my portfolio? How low has the Volkswagen share really fallen in the diesel scandal?

Our drawdown module answers these questions with financial mathematics for every portfolio and security. We have developed the analysis tool in such a way that it is particularly suitable for the simulation of historical scenarios.

The drawdown module calculates the loss between a high and the subsequent low within a given period. The worst-case scenario here is the maximum drawdown: it represents the cumulative loss that could have occurred within a period if the investor had invested at the time of a high.