Calculate your risk of Drawdown and Ruin

Wisdom Trading provides a wide range of services to clients looking to participate in the futures market. We are a boutique firm that focuses on tailored services to each of our clients. You can expect a high level of customer service and a friendly voice every time you call. All clients have a direct personal contact for concierge services relating to trading and their account. We assist individuals in adding futures to their traditional portfolios through managed programs and custom trading system solutions.

 

Below you can find our risk of ruin and drawdown calculator. The risk of ruin and drawdown calculator is a basic tool to help evaluate a simple system performance. Below is the calculator that implements risk of ruin or risk of drawdown calculations based on the two methods described thereafter (the risk of ruin is calculated from both a Monte-Carlo simulation and from the formula).

financial graph on technology abstract background represent financial crisis,financial meltdown

Risk of Ruin and Drawdown Calculator

Just fill in the stats of the trading system, the test length and the level of drawdown/ruin to be tested and hit the Calculate button. Click on “How to interpret the results” for more information.

Prob. Win:
Win/Loss ratio:
Risk Amt (%):
Number of periods:
Loss level (%):
iteration:    0/1000
Risk of Drawdown:
Risk of Ruin:

How to interpret the results?

Custom Trading Strategies

We offer automated strategy execution in Futures, Commodities, and FX products using a variety of algorithmic trading systems. Our traders can provide expert consultation to help you develop and implement a trading plan to meet your objectives.

 

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