Risk of Ruin & Drawdown

CALCULATE YOUR RISK OF DRAWDOWN OR RISK OF RUIN

Risk Calculator


On the right is a calculator that implements risk of ruin or risk of drawdown calculations based on the two methods described therefafter (the risk of ruin is calculated from both a Monte-Carlo simulation and from the formula).

Prob. Win:
Reward/Loss ratio:
Risk Amt (%):
Number of periods:    
Risk of:
Loss level (%):
Iteration:    0/1000
Risk (MC):
Risk of Ruin (formula):