Analyze historic stock market crashes for different indices based on the maximum drawdown.
Last updated on: Nov 22, 2024
Begin of crash | Date of lowest point | Time until lowest point | Loss of value (maximum drawdown) | Time until new highest point | ROI after 2 years | ROI after 5 years |
---|---|---|---|---|---|---|
Jan 11, 1973 | Oct 04, 1974 | 1.7y | -46% | 6.7y | 47% | 85% |
Mar 27, 2000 | Oct 09, 2002 | 2.5y | -51% | 6.7y | 51% | 135% |
Oct 31, 2007 | Mar 09, 2009 | 1.4y | -59% | 6.4y | 95% | 143% |
Feb 12, 2020 | Mar 23, 2020 | 40d | -34% | 196d | 88% | - |
Returns are nominal without costs and taxes. Values are in USD.
Click on a row to mark crash on graph.
Data sources
MSCI index data is gathered from: MSCI End of day index data search
Various ticker data is gathered from: Yahoo Finance
Legal Disclaimer
This website is created and authored by Jan Sepke and is published and provided for informational and entertainment purposes only. The opinions expressed on this Site are for general informational purposes only and are not intended to provide specific advice or recommendations for any individual or on any specific security or investment product. It is only intended to provide education about the financial industry. Nothing on this Site constitutes investment advice, performance data or any recommendation that any security, portfolio of securities, investment product, transaction or investment strategy is suitable for any specific person. You should not use this Site to make financial decisions and I highly recommended you seek professional advice from someone who is authorised to provide investment advice. Investments in securities involve the risk of loss. Past performance is no guarantee of future results.
Source Code
The Source Code can be found on GitHub