Risk Metrics

Trough Value

The lowest absolute portfolio or asset value reached during a specific time period or market crash.

The Trough Value represents the absolute bottom of a drawdown. In the context of stress testing or historical scenario analysis (like the 2008 Financial Crisis), it puts a raw dollar figure on the maximum pain an investor would have felt.

While Max Drawdown expresses loss as a percentage, Trough Value translates that percentage into absolute wealth remaining. Seeing that a $1,000,000 portfolio hits a Trough Value of $450,000 is often a much more powerful emotional and planning metric than a simple '-55%' figure.

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Disclaimer

The information provided by StressTest.pro is for educational and informational purposes only and does not constitute financial advice. Investment involves risk, including possible loss of principal. Past performance is not indicative of future results. Calculations are based on historical data and statistical approximations.