Oct
16
Stats on Max Draw-Down During the Year on $SPX Since 1950, from Kora Reddy
October 16, 2014 |
Average Max DD : -13.79
Median Max DD : -10.59
Worst Max DD : -48.76
Best Max DD : -2.53
from 1950 to 2013:
Year Start EOY MAX MIN MAX-DD Year Returns%
2014 1848.36 ?? 2011.36 1741.89 -7.40 ??
2013 1426.19 1848.36 1848.36 1426.19 -5.76 29.60
2012 1257.6 1426.19 1465.77 1257.6 -9.94 13.41
2011 1257.64 1257.6 1363.61 1099.23 -19.39 0.00
2010 1115.1 1257.64 1259.78 1022.58 -15.99 12.78
2009 903.25 1115.1 1127.78 676.53 -27.62 23.45
2008 1468.36 903.25 1468.36 752.44 -48.76 -38.49
2007 1418.3 1468.36 1565.15 1374.12 -10.09 3.53
2006 1248.29 1418.3 1427.09 1223.69 -7.70 13.62
2005 1211.92 1248.29 1272.74 1137.5 -7.17 3.00
2004 1111.92 1211.92 1213.55 1063.23 -8.16 8.99
2003 879.82 1111.92 1111.92 800.73 -14.05 26.38
2002 1148.08 879.82 1172.51 776.76 -33.75 -23.37
2001 1320.28 1148.08 1373.73 965.8 -29.70 -13.04
2000 1469.25 1320.28 1527.46 1264.74 -17.20 -10.14
1999 1229.23 1469.25 1469.25 1212.19 -12.08 19.53
1998 970.43 1229.23 1241.81 927.69 -19.34 26.67
1997 740.74 970.43 983.79 737.65 -10.80 31.01
1996 615.93 740.74 757.03 598.48 -7.64 20.26
1995 459.27 615.93 621.69 459.27 -2.53 34.11
1994 466.45 459.27 482 438.92 -8.94 -1.54
1993 435.71 466.45 470.94 429.05 -4.99 7.06
1992 417.09 435.71 441.28 394.5 -6.24 4.46
1991 330.22 417.09 417.09 311.49 -5.67 26.31
1990 353.4 330.22 368.95 295.46 -19.92 -6.56
1989 277.72 353.4 359.8 277.72 -7.56 27.25
1988 247.08 277.72 283.66 242.63 -7.64 12.40
1987 242.17 247.08 336.77 223.92 -33.51 2.03
1986 211.28 242.17 254 203.49 -9.42 14.62
1985 167.24 211.28 212.02 163.68 -7.66 26.33
1984 164.93 167.24 170.41 147.82 -12.68 1.40
1983 140.64 164.93 172.65 139.97 -6.91 17.27
1982 122.55 140.64 143.02 102.42 -16.43 14.76
1981 135.76 122.55 138.12 112.77 -18.35 -9.73
1980 107.94 135.76 140.52 98.22 -17.07 25.77
1979 96.11 107.94 111.27 96.11 -10.25 12.31
1978 95.1 96.11 106.99 86.9 -13.55 1.06
1977 107.46 95.1 107.46 90.71 -15.59 -11.50
1976 90.19 107.46 107.83 90.19 -8.37 19.15
1975 68.56 90.19 95.61 68.56 -14.14 31.55
1974 97.55 68.56 99.8 62.28 -37.60 -29.72
1973 118.05 97.55 120.24 92.16 -23.35 -17.37
1972 102.09 118.05 119.12 102.09 -5.14 15.63
1971 92.15 102.09 104.77 90.16 -13.94 10.79
1970 92.06 92.15 93.46 69.29 -25.86 0.10
1969 103.86 92.06 106.16 89.2 -15.98 -11.36
1968 96.47 103.86 108.37 87.72 -9.31 7.66
1967 80.33 96.47 97.59 80.33 -6.61 20.09
1966 92.43 80.33 94.06 73.2 -22.18 -13.09
1965 84.75 92.43 92.63 81.6 -9.60 9.06
1964 75.02 84.75 86.28 75.02 -3.55 12.97
1963 63.1 75.02 75.02 63.1 -6.54 18.89
1962 71.55 63.1 71.55 52.32 -26.88 -11.81
1961 58.11 71.55 72.64 58.11 -6.23 23.13
1960 59.89 58.11 60.39 52.2 -13.56 -2.97
1959 55.21 59.89 60.71 53.58 -9.17 8.48
1958 39.99 55.21 55.21 39.99 -4.36 38.06
1957 46.67 39.99 49.13 38.98 -20.66 -14.31
1956 45.48 46.67 49.64 43.11 -10.60 2.62
1955 35.98 45.48 46.41 34.58 -10.59 26.40
1954 24.81 35.98 35.98 24.8 -4.42 45.02
1953 26.57 24.81 26.66 22.71 -14.82 -6.62
1952 23.77 26.57 26.59 23.09 -6.85 11.78
1951 20.43 23.77 23.85 20.43 -8.11 16.35
1950 16.66 20.43 20.43 16.66 -14.02 22.63
Max DD is calculated not from max to min , but from equity peak calculated from the start of the year (set at 100). A good example would be to look at 2009 equity curve.
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