Drawdown Recovery Calculator (Gain Needed to Break Even)

Enter a drawdown percentage to see the exact gain required to break even, plus a fixed reference table for common drawdown levels. Add an average monthly return to see how many months that recovery would take under constant compounding.

Drawdown-recovery calculator

The percentage your account (or equity) has fallen from its prior peak.
Leave blank to see only the required break-even gain. If entered, this assumes that return repeats every month, which real trading returns do not — see the caveat below the result.

Enter a drawdown percentage above to calculate the gain required to break even.

Educational tool, not investment advice. The months-to-recover figure assumes a constant monthly return, which real trading returns are not — treat it as an order-of-magnitude check, not a forecast.

Quick Answer

The gain required to recover from a drawdown is drawdown / (1 − drawdown), always larger than the drawdown itself once you’re past a few percent. A 10% drawdown needs an 11.1% gain; a 50% drawdown needs a 100% gain; a 90% drawdown needs a 900% gain. This calculator applies that one formula to whatever percentage you enter, and — only if you also enter an average monthly return — compounds that return forward to estimate how many months reaching break-even would take, with a caveat that real returns are not constant.

How the Drawdown-Recovery Calculator Works

Losses and gains are not symmetric, because a percentage gain is calculated on whatever base is left after the loss, and that base is smaller. This is the same arithmetic worked through in our risk management guide’s “Math of Ruin” section, applied here as a standalone tool you can check any drawdown figure against — your own account’s, a backtest’s, or a hypothetical one you’re evaluating before committing capital.

The calculator does two things:

  1. Required gain to break even, from the drawdown percentage you enter.
  2. Months to recover, only shown if you also enter an average monthly return — the number of months of constant compounding at that rate needed to reach the required gain.

A fixed reference table for 5%, 10%, 20%, 30%, 50%, 70%, and 90% drawdowns is always shown below the result, so you can compare your own figure against common reference points without re-entering anything.

The Formula

required gain = drawdown / (1 - drawdown)

Both sides are fractions of the pre-drawdown balance. A 25% drawdown ($10,000 to $7,500) needs 0.25 / 0.75 = 0.333, or a 33.3% gain, to get back to $10,000 — not 25%, because the 33.3% is calculated on the smaller $7,500 base.

If you enter an average monthly return, the calculator solves the standard compounding equation for the number of months:

months = ln(1 + required gain) / ln(1 + monthly return)

This assumes the monthly return repeats identically every month, which is a simplification real trading returns do not honor — the calculator states that caveat next to the result, not just in this paragraph.

Reference Table

DrawdownGain required to break even
5%5.3%
10%11.1%
20%25.0%
30%42.9%
50%100.0%
70%233.3%
90%900.0%

How to Read the Result

The headline line states the exact gain your entered drawdown requires, with the arithmetic shown underneath it. If you also entered a monthly return, a second line gives an approximate number of months to reach that gain under constant compounding — read that as an order-of-magnitude check, not a schedule, since a real account’s monthly returns cluster and vary rather than repeating a fixed figure. The reference table below the result puts your own number in context against seven common drawdown levels without you needing to recompute each one by hand.

Educational tool, not investment advice. Past performance is not indicative of future results, and the months-to-recover figure assumes a constant return that real trading does not provide.

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Past performance is not indicative of future results. Trading results shown on this website are hypothetical and do not guarantee future performance.

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