S&P 500 Drawdown and return statistics

[Pages:1]S&P 500 Drawdown and return statistics

ROR -86.03% -57.59% -46.28% -46.18% -37.47% -32.90% -32.54% -30.17% -27.37% -24.35% -23.79% -23.48% -19.21% -19.03% -19.00% -17.57% -15.84% -15.57% -15.41%

Duration Months

34 62 25 21 0 19 6 3 21 14 20 6 2 17 14 8 5 2 12

Peak Aug-29 Feb-37 Aug-00 Dec-72 Oct-07 Nov-68 Aug-32 Aug-87 May-46 Jan-34 Nov-80 Dec-61 Aug-33 Jul-56 Dec-76 Jan-66 May-90 Jun-98 Jun-48

Valley Jun-32 Apr-42 Sep-02 Sep-74 Oct-08 Jun-70 Feb-33 Nov-87 Feb-48 Mar-35 Jul-82 Jun-62 Oct-33 Dec-57 Feb-78 Sep-66 Oct-90 Aug-98 Jun-49

Recov. Recov.

267 45 56 70 0 23 3 20 31 5 5 14 3 9 18 7 4 3 6

Total Months

301 107 81 91

42 9 23 52 19 25 20 5 26 32 15 9 5 18

Average 48.8888889

The average recovery period for the S&P, from its last peak, was 49 months. In other words history shows, we are looking at mid 2010 before the market will gets back to its October 2007 peak or back to even. That is no real gain in your portfolio for 5 years, in fact, considering inflation you have negative growth over the period.

From 1930 - 2007 the avg annual return for the SP 500 is 7.4%. From 1950 - 2007 the avg annual return for the SP 500 is 9.25%. From 1970 - 2007 the avg annual return for the SP 500 is 8.80%

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