A drawdown chart visualizes the percentage decline from peak value over time, showing how far an investment or asset has fallen from its highest point. This chart is essential for risk assessment and understanding the magnitude of losses during unfavorable market periods. The filled area below the zero line emphasizes the depth and duration of drawdowns, making it easy to identify maximum drawdown periods and recovery points.
""" anyplot.ai
drawdown-basic: Drawdown Chart
Library: pygal 3.1.0 | Python 3.13.13
Quality: 83/100 | Updated: 2026-05-23
"""
import os
import numpy as np
import pandas as pd
import pygal
from pygal.style import Style
# Theme tokens
THEME = os.getenv("ANYPLOT_THEME", "light")
PAGE_BG = "#FAF8F1" if THEME == "light" else "#1A1A17"
INK = "#1A1A17" if THEME == "light" else "#F0EFE8"
INK_MUTED = "#6B6A63" if THEME == "light" else "#A8A79F"
# Data — 2 years of synthetic daily portfolio returns
np.random.seed(42)
dates = pd.date_range("2022-01-01", periods=500, freq="D")
returns = np.random.normal(0.0003, 0.018, len(dates))
price = 100 * np.cumprod(1 + returns)
# Drawdown: % decline from running maximum
running_max = np.maximum.accumulate(price)
drawdown = (price - running_max) / running_max * 100
# Max drawdown stats
max_dd_idx = int(np.argmin(drawdown))
max_dd_value = drawdown[max_dd_idx]
max_dd_date = dates[max_dd_idx].strftime("%Y-%m-%d")
# Duration: days from peak to trough
peak_slice = price[: max_dd_idx + 1]
peak_idx = int(np.where(peak_slice == peak_slice.max())[0][-1])
duration_days = (dates[max_dd_idx] - dates[peak_idx]).days
# Recovery time: days from trough to next new high
recovery_after = [i for i in range(max_dd_idx, len(drawdown)) if drawdown[i] >= -0.1]
if recovery_after:
recovery_days = (dates[recovery_after[0]] - dates[max_dd_idx]).days
recovery_str = f"{recovery_days}d"
else:
recovery_str = "Not recovered"
# Recovery indices: where drawdown crosses back to ~zero (new highs)
recovery_indices = [i for i in range(1, len(drawdown)) if drawdown[i - 1] < -0.5 and drawdown[i] >= -0.1]
# Style — semantic colors: red = loss/drawdown, purple = peak loss marker, green = recovery
custom_style = Style(
background=PAGE_BG,
plot_background=PAGE_BG,
foreground=INK,
foreground_strong=INK,
foreground_subtle=INK_MUTED,
colors=("#AE3030", "#C475FD", "#009E73", INK_MUTED),
title_font_size=66,
label_font_size=56,
major_label_font_size=44,
legend_font_size=44,
value_font_size=36,
stroke_width=3,
opacity=".65",
opacity_hover=".85",
)
chart = pygal.Line(
width=3200,
height=1800,
title="drawdown-basic · python · pygal · anyplot.ai",
x_title="Date",
y_title="Drawdown (%)",
style=custom_style,
show_dots=False,
stroke_style={"width": 4},
fill=False,
show_y_guides=True,
show_x_guides=False,
x_label_rotation=45,
legend_at_bottom=True,
truncate_legend=-1,
range=(min(drawdown) * 1.1, 5),
)
# X-axis labels — every ~60 days for readability
x_labels = [d.strftime("%Y-%m") if i % 60 == 0 else "" for i, d in enumerate(dates)]
chart.x_labels = x_labels
# Main drawdown series with fill — per-series fill keeps the area clean
chart.add(f"Drawdown (Max: {max_dd_value:.1f}% on {max_dd_date})", list(drawdown), fill=True)
# Max drawdown marker — prominent dot at the trough (no fill, just the dot)
max_marker = [None] * len(drawdown)
max_marker[max_dd_idx] = drawdown[max_dd_idx]
chart.add(
f"Max Drawdown: {max_dd_value:.1f}% | Duration: {duration_days}d | Recovery: {recovery_str}",
max_marker,
show_dots=True,
dots_size=18,
)
# Recovery point markers — green dots at zero-crossings (no fill since values ≈ 0)
if recovery_indices:
recovery_data = [None] * len(drawdown)
for idx in recovery_indices[:8]:
recovery_data[idx] = 0.0
chart.add("Recovery Points", recovery_data, show_dots=True, dots_size=14)
# Save (theme-suffixed — pipeline runs this script twice)
chart.render_to_file(f"plot-{THEME}.html")
chart.render_to_png(f"plot-{THEME}.png")
Part of Drawdown Chart on anyplot.ai.