Russell 2000 – Annual Returns and Intrayear Drawdowns 2020 is not finished yet, but this year could mark the largest drawdown in any given year that ended with a positive return. Image: Ritholtz Wealth Management LLC
S&P 500 Drawdowns From 2 Year Highs Drawdowns less than 10% are very common and often caused by the irrational behaviour of the crowd. Image: Fidelity Investments
S&P 500 – Time Spent in a Drawdown Drawdowns don’t have a precise time to start or end and they happen all the time. The S&P 500 has spent 50% of its time in a drawdown of up to 10% since 1900. Image: Fidelity Investments
Drawdowns and Nasdaq Net Future Positions of Asset Managers Nasdaq net future positions of asset managers are close to historical highs. Should investors be concerned? Image: Goldman Sachs Global Investment Research
Drawdowns – S&P 500 vs. High Yield The high-yield sector has been relatively resilient during the recent drawdown episode. Image: Fidelity Investments
MSCI World Median Correction and Recovery vs. Current Drawdown This charts shows a “beautiful V” and puts the current drawdown into perspective. Image: Ken Fisher, Fisher Investments
S&P 500 Index Drawdowns After Rally Off Lows After major bear market lows in place, pullbacks are actually perfectly normal. Image: LPL Financial LLC
S&P 500 Max Drawdown in Recession and % of Drawdown Recovered by Recession End The S&P 500 recovery is the second most recovery of all recessions since 1929, even if the current recession ended today. Image: BofA Global Research
Drawdowns Since 2011: S&P 500 and Zombie Companies Since the March lows, zombie companies have outperformed the S&P 500 by a wide margin in April and May. Image: Arbor Research & Trading LLC
U.S. Stock Value (HML) Drawdowns Is traditional value investing dead? Value factor is down -51% from the peak. Image: Professor Kenneth R. French