Portfolio Recovery Analysis
Understanding the relationship between drawdowns and recovery requirements
Interactive Recovery Calculator
Drawdown vs Recovery Rate Data
Drawdown
Recovery Rate Required
5%
5.3%
10%
11.1%
20%
25%
30%
43%
40%
67%
50%
100%
60%
150%
70%
233%
80%
400%
90%
900%
Key Insight
Recovery requirements grow exponentially as drawdowns increase. A 50% loss requires a 100% gain to break even, while a 90% loss demands a 900% recovery!