Performance

Risk of Ruin Calculator

The probability that a losing run takes out a defined share of the account.

What it computes

The probability that a losing run takes out a defined share of the account. The page states the equation, the units it expects and the rounding it applies, so the result can be reproduced by hand.

Where it sits in the chain

A calculator gives you a number. This one feeds the next: account to risk, risk to position size, position size to the trade, and the trade to expectancy, drawdown and risk of ruin.