Your First Drawdown Dynamics Analysis
Drawdown Dynamics analyses a single NAV series and produces a complete drawdown history for it. Prepare any NAV CSV — an index, a fund, an equity curve — and Drawdown Dynamics shows you the full picture: how deep it fell, how long episodes lasted, and which calendar periods were the most stressful.
No account is required to run Drawdown Dynamics.
Upload your NAV fileNet Asset Value (NAV)A single number that tracks the value of a portfolio, fund, or strategy over time. Formula: NAV_t = NAV_t-1 * (1 + Return_t)
Go to the Prepare Data tab (the default page on first load).
Your NAV fileNet Asset Value (NAV)A single number that tracks the value of a portfolio, fund, or strategy over time. Formula: NAV_t = NAV_t-1 * (1 + Return_t) must be a CSV with exactly two columns:
- A date column — accepted names include
date,trade_date,period,week,month, and others. See the NAV file format reference for the full list. - A NAV column — accepted names include
nav,close,equity,value,portfolio_value, and others.
A NAV — Net Asset ValueNet Asset Value (NAV)A single number that tracks the value of a portfolio, fund, or strategy over time. Formula: NAV_t = NAV_t-1 * (1 + Return_t) — is a single number that tracks the value of a portfolio or fund over time. The base value does not matter. A series starting at 100 and one starting at 1,000 are equally valid. What matters is how the value moves over time relative to where it started.
Your CSV is checked and validated locally. To protect the confidentiality of your proprietary investment strategies and trade data, PortBlend operates as a stateless processor—your NAV series is stored locally in your browser storage, and calculations are processed statelessly in-memory on the server without your files ever being saved or logged.
To validate and save:
- Drag your CSV file into the drop zone, or click Browse files.
- Verify that your filename is displayed below the drop zone, then click Validate & save 1 file.
- Confirm that your series has been successfully added to My Browser Portfolio below with its row count.
Open Drawdown Dynamics
Click Drawdown Dynamics in the left sidebar. The Config panel expands automatically. If you have saved at least one local series, the Series dropdown is populated.
If no file is in the registry, the placeholder text reads: “Select a series and click Run.” Prepare a file first.
Configure the run
The Config panel has three controls before you run:
Series
Select your saved series from the Series dropdown. Only series currently in My Browser Portfolio and within your plan quota appear here.
Options
Weekly heatmap — off by default. Tick this to add a Weekly Stress Heatmap section to the report. Useful when your series has weekly data points and you want finer-grained period breakdown.
Filter Date Range
Leave both fields blank to analyse the full available date range. This is the recommended starting point for a first run.
To analyse a specific period, enter dates in the From date and To date fields. You can also apply a date filter after the run by dragging on the chart — see Using the Date Filter.
Run the analysis
Click the Run button (the play icon, right-aligned in the Config panel). The button changes to Running… while the engine processes your file.
Runtime is typically a few seconds for a standard NAV series.
When the run completes:
- Config collapses to a sticky summary bar at the top of the page.
- The summary bar shows your selected series name and any active options.
- The report appears below.
To change any setting, click Open on the collapsed Config bar to expand it, make your changes, and click Run again.
Review the report
The report displays your single-series drawdown history across five sections. For a detailed guide on how to interpret each table column and chart, see the Reading the Drawdown Dynamics Report reference guide.
Stats Summary
A compact horizontal table of key risk numbers for the full analysed period, including total return, CAGRCAGR (Compound Annual Growth Rate)The annualised return — the equivalent steady yearly growth rate required for a portfolio to grow from its starting to ending value. Formula: CAGR = ((Ending NAV / Starting NAV) ^ (365.25 / Calendar Days) - 1) * 100, maximum drawdownMaximum DrawdownThe deepest peak-to-trough decline recorded in a portfolio or series over a specific period, representing the worst-case historical loss. Formula: Max Drawdown = Min(Drawdown_t) over the series range. depth, and average drawdownAverage DrawdownThe average depth across all historical drawdown episodes. Formula: Avg Drawdown = (Sum of Episode Depths) / (Total Episodes).
NAV + Drawdown Timeline
A dual-line chart showing your Net Asset Value history (blue) and the drawdownDrawdownHow far a portfolio or series has fallen from its historical peak at any point in time, measured as a percentage. Formula: Drawdown = ((Current NAV / Peak NAV) - 1) * 100 percentage history (red) on the same time axis. Drag on this chart to apply a date filter.
Yearly Drawdown Overview
A bar chart highlighting the maximum drawdownMaximum DrawdownThe deepest peak-to-trough decline recorded in a portfolio or series over a specific period, representing the worst-case historical loss. Formula: Max Drawdown = Min(Drawdown_t) over the series range. reached in each calendar year. Click any bar to filter results to that specific year.
Monthly Stress Heatmap
A calendar grid highlighting the severity of drawdownDrawdownHow far a portfolio or series has fallen from its historical peak at any point in time, measured as a percentage. Formula: Drawdown = ((Current NAV / Peak NAV) - 1) * 100 depth across months and years. Darker cells represent periods of higher market stress.
Drawdown Episodes
A sortable table listing every drawdown episodeDrawdown EpisodeA complete drawdown cycle from the start of a decline from peak, through its lowest point, to a full recovery back to a new high. detected in the series, including the start date, recovery date, worst-point depth, and total duration.
What to do next
The Reading the Drawdown Dynamics Report page explains what each number means and how to interpret the episode table and heatmaps in depth.
If you want to understand how individual episodes translate to real holding experience, the Why your best-performing series might be your biggest risk post explains the relationship between return and drawdownDrawdownHow far a portfolio or series has fallen from its historical peak at any point in time, measured as a percentage. Formula: Drawdown = ((Current NAV / Peak NAV) - 1) * 100 depth using a concrete example.
To compare multiple series or analyse how a blend of assets behaved historically, see Your First Portfolio Blending Analysis. Portfolio Blending requires a free account.