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SP500_DrawdownAnalysis

SP500_DrawdownAnalysis

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Published by DivGrowth
Presentation showing the decline in the S&P 500 Index and the length of time to recover lost value.
Presentation showing the decline in the S&P 500 Index and the length of time to recover lost value.

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Published by: DivGrowth on Mar 07, 2009
Copyright:Attribution Non-commercial

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05/10/2014

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S&P 500 DrawdownandRecoveryPatterns since1970
DraftFebruary 2009Andreas Steinerwww.andreassteiner.net/performanceanalysisperformanceanalysis@andreassteiner.net
 
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        3        1  .        1        2  .        6        9        3        1  .        1        2  .       7        1        3        1  .        1        2  .       7        3        3        1  .        1        2  .       7       5        3        1  .        1        2  .       7       7        3        1  .        1        2  .       7        9        3        1  .        1        2  .        8        1        3        1  .        1        2  .        8        3        3        1  .        1        2  .        8       5        3        1  .        1        2  .        8       7        3        1  .        1        2  .        8        9        3        1  .        1        2  .        9        1        3        1  .        1        2  .        9        3        3        1  .        1        2  .        9       5        3        1  .        1        2  .        9       7        3        1  .        1        2  .        9        9        3        1  .        1        2  .        0        1        3        1  .        1        2  .        0        3        3        1  .        1        2  .        0       5        3        1  .        1        2  .        0       7
S&P 500 Levels Jan 1950 -Feb 2009
Whichinvestmentstrategycansurvivethis?Equity is an asset class, but also a risk factor relevant to other asset classes!
 
S&P 500 Daily Returns Jan 1950 -Feb 2009
 Who said"normal"?
-25%
-20%-15%
-10%
-5%0%5%
10%
15%
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