U.S. Stock Value (HML) Drawdowns

U.S. Stock Value (HML) Drawdowns Is traditional value investing dead? Value factor is down -51% from the peak. Image: Professor Kenneth R. French

S&P 500 Forward P/E Drawdown

S&P 500 Forward P/E Drawdown This chart puts the S&P 500 forward P/E drawdown into perspective. Image: Scotiabank GBM Portfolio Strategy

S&P 500 Drawdown and 12-Month Forward P/E

S&P 500 Drawdown and 12-Month Forward P/E The current market selloff is in line with the average S&P 500 drawdown and 12-month forward P/E, since 1987. Image: Goldman Sachs Global Investment Research

S&P 500 Drawdowns

S&P 500 Drawdowns The coronavirus crisis starts as a cash flow crisis, and the current drawdown is not comparable with the dotcom or GFC drawdowns. Image: Nordea and Macrobond