Recessions – Fed Funds Rate vs. Rolling 12-Month Drawdown on Multi-Asset Portfolio of FICC and Equities Could the Fed cause the next recession by raising interest rates too soon? Image: J.P. Morgan
Largest Drawdowns in U.S. Treasuries Will U.S. Treasuries continue to suffer? Image: BofA Research Investment Committee
S&P 500 Number of Daily Drawdowns Greater Than 3% Last year, the S&P 500 had a very high number of daily drawdowns greater than 3%. Image: J.P. Morgan
Risk Appetite Indicator Level – Drawdowns and Up Moves Time to reduce risk? When the Risk Appetite Indicator (RAI) level is above 1, near-term returns tend to be lower on average, with larger drawdowns. Image: Goldman Sachs Global Investment Research
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