FX Drawdown API
A live forex risk analytic that measures the worst peak-to-trough decline a currency pair has suffered, computed from European Central Bank daily reference rates. For any pair it returns the maximum drawdown over the period — the deepest drop from a high to a later low, with the dates it happened — how far the pair is currently below its period high, and whether it has recovered. Get a pair's drawdown over a month, quarter, half-year or year, or scan a basket to rank pairs by worst-case risk. Position-sizing and risk input for forex, trading and research apps. Live, no key. Distinct from rate, strength, volatility, correlation, signal, range and seasonality APIs.
api.oanor.com/fxdrawdown-api