Calculate Maximum Drawdown

risk.maximum_drawdown

ProductionBounded custom (Class B)Deterministicstrictfastv1.0.0

No network

Overview

Performs exact bounded risk arithmetic from caller-supplied values without inferring observation frequency, return-series alignment, benchmark selection, or annualization conventions.

You receive deterministic risk arithmetic with explicit annualization and alignment for risk.maximum_drawdown.

Reliability

DECIMAL_INVALID means a decimal is malformed or over limit; correct it. RISK_INPUT_INVALID means series alignment, variance mode, or annualization input is invalid; correct it. ZERO_DENOMINATOR means benchmark variance is zero; provide a varying benchmark series. ITEM_LIMIT_EXCEEDED means a series exceeds 10,000; reduce it. This guidance applies specifically to risk.maximum_drawdown.

Context footprint

The compact result replaces repeated risk arithmetic for risk.maximum_drawdown. A successful call costs 1 execution credit.

When to use it

When a wealth or return path must report the worst peak-to-trough decline.

When you need volatility or beta rather than a path-dependent drawdown.

Scope

Note

Scale supplied periodic standard deviation by square root of supplied periods per year

Non-goals

Does not infer observation frequency, align dates, or source returns for risk.maximum_drawdown.
Does not select a benchmark or investment-risk methodology for risk.maximum_drawdown.

Properties

IdempotentRetry safeStreaming supportedFile input supportedRequires external service

Capabilities

analysis

Cost & billing

Flat rate per invocation

MetercallsBillable onsuccessCost per call1 credit

File handling

Accepts file_refProduces file_refMax input64 KB

How we handle your data

Sensitive input, safe output

What this means

This skill may receive sensitive content, but it does not target sensitive data and returns only a structured non-sensitive result.

Squillify guarantees

Runs inside Squillify
This skill runs inside Squillify.
Payloads are not sent to an external service by this skill.
Squillify does not permanently store submitted payloads.
Telemetry records metadata only, not submitted content.
Submitted payloads are not used for training.
Submitted payloads are not reviewed by humans.
This skill does not target sensitive data.
The response does not contain submitted content.

Your responsibility

Squillify does not determine whether submitted content is sensitive. Your application is responsible for deciding what data it is allowed to submit. Your application is responsible for securing the response.

Read the Microskill Data Handling Policy

Input schema

Field	Type	Required	Description
orderedValues	array	Yes	Required one through 10,000 aligned plain-decimal return strings; null elements are invalid.
seriesType	string	Yes	Required VALUE or WEALTH_INDEX.
tieBreakRule	string	Yes	Required literal EARLIEST; equal drawdowns retain the lowest zero-based trough index.

Output schema

Field	Type	Required	Description
maximumDrawdown	string	Yes	Most negative normalized drawdown.
peakIndex	integer	Yes	Zero-based earliest peak index.
troughIndex	integer	Yes	Zero-based earliest trough index.
recoveryIndex	integer	No	First later recovery index; omitted when unrecovered.
count	integer	Yes	Validated input count.

API contract

POST /v1/execute

curl

curl -sS -X POST "$BASE/v1/execute" -H "Authorization: Bearer $KEY" -H 'Content-Type: application/json' -d '{"skillKey":"risk.maximum_drawdown","input":{"orderedValues":["100","80","100"],"seriesType":"VALUE","tieBreakRule":"EARLIEST"}}'

Integrations

TypeScript SDK

import { Squillify } from "@squillify/sdk";

const sq = new Squillify({ apiKey: process.env.SQUILLIFY_API_KEY });

const { output } = await sq.execute("risk.maximum_drawdown", {"tieBreakRule":"EARLIEST","seriesType":"VALUE","orderedValues":["100","80","100"]});

Errors

Code	HTTP	Retryable	Description
VALIDATION_ERROR	400	No	The request payload failed schema validation.
UNAUTHORIZED	401	No	Missing or invalid API key.
SKILL_NOT_ACCESSIBLE	403	No	The API key is not granted access to this skill.
SKILL_NOT_AVAILABLE_FOR_PLAN	403	No	This skill is not included in your current plan.
PLAN_ELIGIBILITY_UNAVAILABLE	503	Yes	Plan eligibility could not be decided. Retry after backoff.
SKILL_NOT_FOUND	404	No	The requested skill or version does not exist.
TENANT_RATE_LIMITED	429	Yes	Request rate limit exceeded. Retry after backoff.
QUOTA_EXCEEDED	429	Yes	Plan quota exhausted. Retryable once the quota period resets.
EXECUTION_TIMEOUT	504	Yes	Execution exceeded the allowed time budget.
DECIMAL_INVALID	400	No	The request payload failed this skill's input validation.
RISK_INPUT_INVALID	400	No	The request payload failed this skill's input validation.
ITEM_LIMIT_EXCEEDED	429	No	A size, quota, rate, or time limit was exceeded.

Other limits

Limit	Value
Recommended inline bytes	32 KiB

Limitations

Does not infer observation frequency, align dates, or source returns for risk.maximum_drawdown.
Does not select a benchmark or investment-risk methodology for risk.maximum_drawdown.
Benchmark selection, date alignment, forecasting, or investment advice for risk.maximum_drawdown.

How to call

POST /v1/execute (requires authentication)

Request bodyjson

{
  "skillKey": "risk.maximum_drawdown",
  "input": {
    "tieBreakRule": "EARLIEST",
    "seriesType": "VALUE",
    "orderedValues": [
      "100",
      "80",
      "100"
    ]
  }
}

Examples

Verified primary

Inputjson

{
  "tieBreakRule": "EARLIEST",
  "seriesType": "VALUE",
  "orderedValues": [
    "100",
    "80",
    "100"
  ]
}

Expected outputjson

{
  "troughIndex": 1,
  "maximumDrawdown": "-0.2",
  "peakIndex": 0,
  "recoveryIndex": 2,
  "count": 3
}

Tip

Independent W14 vector.

Verified alternative