Drawdown

You can now query the drawdown of portfolios and economic groups: the percentage drop of the accumulated return relative to its peak.

The new Read Drawdown and Read Economic Group Drawdown endpoints return the daily drawdown series, with the date (referenceDate) and the value (drawdown) of each point, in decimal format (-0.25 means a 25% drop).

The peak is always calculated from the entire history: startDate and endDate only trim the returned series. The endpoints also accept filters by security, asset class, security type, classification and broker, which restrict the positions considered.

Learn more in Drawdown.