Probability of an S&P 500 > 10% Drawdown in the Next 12 Months Should investors expect a 10% drawdown or more for the S&P 500 in the next 12 months? Image: Goldman Sachs Global Investment Research
Drawdowns – Average and Median Percent Change to the Current Month’s Low from the Prior Month’s High in Presidential Cycle Year 1 Drawdowns happen all the time. But historically, October has the most severe S&P 500 drawdowns in Presidential cycle year 1. Image: BofA Global Research
S&P 500 Drawdowns – Fastest Recovery in History from 2-Sigma This year, the S&P 500’s average recovery time of 4.6 days is at the lowest level since 1928. How long can this last? Image: BofA Global Research
S&P 500 – Duration Between Two 3%+ Drawdowns Is the U.S. stock market poised for a bigger drawdown before the end of the year? Image: Deutsche Bank Global Asset Allocation
S&P 500 Drawdowns Since WWII Should investors expect a bigger drawdown before the end of the year? Image: Scotiabank GBM Portfolio Strategy
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 49% of its time in a drawdown of up to 10% since 1900. Image: Fidelity Investments
S&P 500 Drawdown Is the U.S. stock market poised for a drawdown at some point in 2021? Image: Bloomberg
Trading Days Since S&P 500 5% Drawdown Is the S&P 500 poised for a 5% drawdown or more at some point this year? Image: Goldman Sachs Global Investment Research
U.S. Equities – Maximum Drawdown Per Calendar Year Should investors expect a bigger drawdown at some point in 2021? Image: True Insights
Bull Markets – S&P 500 Performance in Year 1 and Year 2 Off Low and Second Year Max Drawdown Since 1950, the S&P 500 gain during the second year of bull markets has been about 13% on average. Image: LPL Research