Max Drawdown Calculator

Max Drawdown Calculator MCP Connector for Claude

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Calculate maximum drawdown, recovery periods, and stress indicators from historical price series.

4 tools Official Updated Jun 28, 2026 Official Vinkius Partner

The Max Drawdown Calculator is a specialized risk assessment tool designed to analyze financial volatility. By processing historical price data, it provides critical insights into investment risk using tools like calculate_max_drawdown for identifying the worst-case decline, calculate_recovery_metrics for analyzing bounce-back durations, calculate_ulcer_index for measuring accumulated psychological stress, and get_current_drawdown_status to compare recent prices against historical peaks.

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4 tools expose this connector's capabilities to your AI agent.

calculate_max_drawdown

Identify the single worst percentage decline and its duration

calculate_recovery_metrics

Analyze how long it takes for assets to bounce back after losing value

get_current_drawdown_status

Compare the most recent market state against historical highs

calculate_ulcer_index

Provide a single metric representing the accumulated psychological stress

See how to talk to your AI agent using Max Drawdown Calculator.

What was the maximum drawdown for this price series: [{'timestamp': '2023-01-01', 'value': 100}, {'timestamp': '2023-01-02', 'value': 80}, {'timestamp': '2023-01-03', 'value': 90}]?

The maximum drawdown was 20.0% (from 100 to 80) occurring between 2023-01-01 and 2023-01-02.

Calculate the Ulcer Index for these prices: [{'timestamp': '2023-01-01', 'value': 100}, {'timestamp': '2023-01-02', 'value': 90}, {'timestamp': '2023-01-03', 'value': 85}]

The Ulcer Index value is 7.54.

Is the current price of 105 at an all-time high based on this history: [{'timestamp': '2023-01-01', 'value': 110}, {'timestamp': '2023-01-02', 'value': 105}]?

No, the current price is not at an all-time high. It is currently in a drawdown of 4.55% from the peak of 110.

It identifies the single largest percentage drop from a peak to a trough within your provided price series.

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