{"label": "S&P 500 年内最大回撤 vs 全年涨幅（1928+）", "source": "yfinance ^GSPC daily close", "summary": {"year_range": "1928-2026", "n_years": 99, "avg_dd": -0.1623, "avg_tr": 0.0805, "positive_years": 67, "positive_years_pct": 0.6768, "deepest_dd": {"year": 1931, "dd": -0.5751, "tr": -0.4707, "trough_date": "1931-12-17", "year_end_close": 8.12, "year_end_date": "1931-12-31", "ongoing": false, "ath": 0}, "note": "Closing prices for DD; price-only TR (dividends not included)"}, "annual": [{"year": 1928, "dd": -0.1027, "tr": 0.3711, "trough_date": "1928-06-12", "year_end_close": 24.35, "year_end_date": "1928-12-31", "ongoing": false, "ath": 53}, {"year": 1929, "dd": -0.4457, "tr": -0.1191, "trough_date": "1929-11-13", "year_end_close": 21.45, "year_end_date": "1929-12-31", "ongoing": false, "ath": 43}, {"year": 1930, "dd": -0.4429, "tr": -0.2848, "trough_date": "1930-12-16", "year_end_close": 15.34, "year_end_date": "1930-12-31", "ongoing": false, "ath": 0}, {"year": 1931, "dd": -0.5751, "tr": -0.4707, "trough_date": "1931-12-17", "year_end_close": 8.12, "year_end_date": "1931-12-31", "ongoing": false, "ath": 0}, {"year": 1932, "dd": -0.51, "tr": -0.1478, "trough_date": "1932-06-01", "year_end_close": 6.92, "year_end_date": "1932-12-30", "ongoing": false, "ath": 0}, {"year": 1933, "dd": -0.2943, "tr": 0.4408, "trough_date": "1933-10-19", "year_end_close": 9.97, "year_end_date": "1933-12-29", "ongoing": false, "ath": 0}, {"year": 1934, "dd": -0.2927, "tr": -0.0471, "trough_date": "1934-07-26", "year_end_close": 9.5, "year_end_date": "1934-12-31", "ongoing": false, "ath": 0}, {"year": 1935, "dd": -0.1587, "tr": 0.4137, "trough_date": "1935-03-14", "year_end_close": 13.43, "year_end_date": "1935-12-31", "ongoing": false, "ath": 0}, {"year": 1936, "dd": -0.1277, "tr": 0.2792, "trough_date": "1936-04-29", "year_end_close": 17.18, "year_end_date": "1936-12-31", "ongoing": false, "ath": 0}, {"year": 1937, "dd": -0.4553, "tr": -0.3859, "trough_date": "1937-11-24", "year_end_close": 10.55, "year_end_date": "1937-12-31", "ongoing": false, "ath": 0}, {"year": 1938, "dd": -0.2887, "tr": 0.2455, "trough_date": "1938-03-31", "year_end_close": 13.14, "year_end_date": "1938-12-30", "ongoing": false, "ath": 0}, {"year": 1939, "dd": -0.2124, "tr": -0.0518, "trough_date": "1939-04-11", "year_end_close": 12.46, "year_end_date": "1939-12-29", "ongoing": false, "ath": 0}, {"year": 1940, "dd": -0.296, "tr": -0.1509, "trough_date": "1940-06-10", "year_end_close": 10.58, "year_end_date": "1940-12-31", "ongoing": false, "ath": 0}, {"year": 1941, "dd": -0.2293, "tr": -0.1786, "trough_date": "1941-12-29", "year_end_close": 8.69, "year_end_date": "1941-12-31", "ongoing": false, "ath": 0}, {"year": 1942, "dd": -0.1782, "tr": 0.1243, "trough_date": "1942-04-28", "year_end_close": 9.77, "year_end_date": "1942-12-31", "ongoing": false, "ath": 0}, {"year": 1943, "dd": -0.1305, "tr": 0.1945, "trough_date": "1943-11-29", "year_end_close": 11.67, "year_end_date": "1943-12-31", "ongoing": false, "ath": 0}, {"year": 1944, "dd": -0.0693, "tr": 0.138, "trough_date": "1944-09-14", "year_end_close": 13.28, "year_end_date": "1944-12-29", "ongoing": false, "ath": 0}, {"year": 1945, "dd": -0.0688, "tr": 0.3072, "trough_date": "1945-03-26", "year_end_close": 17.36, "year_end_date": "1945-12-31", "ongoing": false, "ath": 0}, {"year": 1946, "dd": -0.2665, "tr": -0.1187, "trough_date": "1946-10-09", "year_end_close": 15.3, "year_end_date": "1946-12-31", "ongoing": false, "ath": 0}, {"year": 1947, "dd": -0.1468, "tr": 0.0, "trough_date": "1947-05-19", "year_end_close": 15.3, "year_end_date": "1947-12-31", "ongoing": false, "ath": 0}, {"year": 1948, "dd": -0.1354, "tr": -0.0065, "trough_date": "1948-11-30", "year_end_close": 15.2, "year_end_date": "1948-12-31", "ongoing": false, "ath": 0}, {"year": 1949, "dd": -0.132, "tr": 0.1046, "trough_date": "1949-06-13", "year_end_close": 16.79, "year_end_date": "1949-12-30", "ongoing": false, "ath": 0}, {"year": 1950, "dd": -0.1402, "tr": 0.2168, "trough_date": "1950-07-17", "year_end_close": 20.43, "year_end_date": "1950-12-29", "ongoing": false, "ath": 0}, {"year": 1951, "dd": -0.0811, "tr": 0.1635, "trough_date": "1951-06-29", "year_end_close": 23.77, "year_end_date": "1951-12-31", "ongoing": false, "ath": 0}, {"year": 1952, "dd": -0.0685, "tr": 0.1178, "trough_date": "1952-10-22", "year_end_close": 26.57, "year_end_date": "1952-12-31", "ongoing": false, "ath": 0}, {"year": 1953, "dd": -0.1482, "tr": -0.0662, "trough_date": "1953-09-14", "year_end_close": 24.81, "year_end_date": "1953-12-31", "ongoing": false, "ath": 0}, {"year": 1954, "dd": -0.0442, "tr": 0.4502, "trough_date": "1954-08-31", "year_end_close": 35.98, "year_end_date": "1954-12-31", "ongoing": false, "ath": 22}, {"year": 1955, "dd": -0.1059, "tr": 0.264, "trough_date": "1955-10-11", "year_end_close": 45.48, "year_end_date": "1955-12-30", "ongoing": false, "ath": 41}, {"year": 1956, "dd": -0.106, "tr": 0.0262, "trough_date": "1956-11-29", "year_end_close": 46.67, "year_end_date": "1956-12-31", "ongoing": false, "ath": 15}, {"year": 1957, "dd": -0.2066, "tr": -0.1431, "trough_date": "1957-10-22", "year_end_close": 39.99, "year_end_date": "1957-12-31", "ongoing": false, "ath": 0}, {"year": 1958, "dd": -0.0436, "tr": 0.3806, "trough_date": "1958-02-25", "year_end_close": 55.21, "year_end_date": "1958-12-31", "ongoing": false, "ath": 22}, {"year": 1959, "dd": -0.0917, "tr": 0.0848, "trough_date": "1959-09-22", "year_end_close": 59.89, "year_end_date": "1959-12-31", "ongoing": false, "ath": 27}, {"year": 1960, "dd": -0.1356, "tr": -0.0297, "trough_date": "1960-10-25", "year_end_close": 58.11, "year_end_date": "1960-12-30", "ongoing": false, "ath": 0}, {"year": 1961, "dd": -0.0623, "tr": 0.2313, "trough_date": "1961-04-24", "year_end_close": 71.55, "year_end_date": "1961-12-29", "ongoing": false, "ath": 39}, {"year": 1962, "dd": -0.2644, "tr": -0.1181, "trough_date": "1962-06-26", "year_end_close": 63.1, "year_end_date": "1962-12-31", "ongoing": false, "ath": 0}, {"year": 1963, "dd": -0.0654, "tr": 0.1889, "trough_date": "1963-11-22", "year_end_close": 75.02, "year_end_date": "1963-12-31", "ongoing": false, "ath": 11}, {"year": 1964, "dd": -0.0355, "tr": 0.1297, "trough_date": "1964-12-15", "year_end_close": 84.75, "year_end_date": "1964-12-31", "ongoing": false, "ath": 62}, {"year": 1965, "dd": -0.096, "tr": 0.0906, "trough_date": "1965-06-28", "year_end_close": 92.43, "year_end_date": "1965-12-31", "ongoing": false, "ath": 37}, {"year": 1966, "dd": -0.2218, "tr": -0.1309, "trough_date": "1966-10-07", "year_end_close": 80.33, "year_end_date": "1966-12-30", "ongoing": false, "ath": 9}, {"year": 1967, "dd": -0.0661, "tr": 0.2009, "trough_date": "1967-11-08", "year_end_close": 96.47, "year_end_date": "1967-12-29", "ongoing": false, "ath": 14}, {"year": 1968, "dd": -0.0931, "tr": 0.0766, "trough_date": "1968-03-05", "year_end_close": 103.86, "year_end_date": "1968-12-31", "ongoing": false, "ath": 33}, {"year": 1969, "dd": -0.1598, "tr": -0.1136, "trough_date": "1969-12-17", "year_end_close": 92.06, "year_end_date": "1969-12-31", "ongoing": false, "ath": 0}, {"year": 1970, "dd": -0.2586, "tr": 0.001, "trough_date": "1970-05-26", "year_end_close": 92.15, "year_end_date": "1970-12-31", "ongoing": false, "ath": 0}, {"year": 1971, "dd": -0.1394, "tr": 0.1079, "trough_date": "1971-11-23", "year_end_close": 102.09, "year_end_date": "1971-12-31", "ongoing": false, "ath": 0}, {"year": 1972, "dd": -0.0514, "tr": 0.1563, "trough_date": "1972-10-16", "year_end_close": 118.05, "year_end_date": "1972-12-29", "ongoing": false, "ath": 32}, {"year": 1973, "dd": -0.2335, "tr": -0.1737, "trough_date": "1973-12-05", "year_end_close": 97.55, "year_end_date": "1973-12-31", "ongoing": false, "ath": 3}, {"year": 1974, "dd": -0.376, "tr": -0.2972, "trough_date": "1974-10-03", "year_end_close": 68.56, "year_end_date": "1974-12-31", "ongoing": false, "ath": 0}, {"year": 1975, "dd": -0.1414, "tr": 0.3155, "trough_date": "1975-09-16", "year_end_close": 90.19, "year_end_date": "1975-12-31", "ongoing": false, "ath": 0}, {"year": 1976, "dd": -0.0837, "tr": 0.1915, "trough_date": "1976-11-10", "year_end_close": 107.46, "year_end_date": "1976-12-31", "ongoing": false, "ath": 0}, {"year": 1977, "dd": -0.1522, "tr": -0.115, "trough_date": "1977-11-02", "year_end_close": 95.1, "year_end_date": "1977-12-30", "ongoing": false, "ath": 0}, {"year": 1978, "dd": -0.1355, "tr": 0.0106, "trough_date": "1978-11-14", "year_end_close": 96.11, "year_end_date": "1978-12-29", "ongoing": false, "ath": 0}, {"year": 1979, "dd": -0.1025, "tr": 0.1231, "trough_date": "1979-11-07", "year_end_close": 107.94, "year_end_date": "1979-12-31", "ongoing": false, "ath": 0}, {"year": 1980, "dd": -0.1707, "tr": 0.2577, "trough_date": "1980-03-27", "year_end_close": 135.76, "year_end_date": "1980-12-31", "ongoing": false, "ath": 24}, {"year": 1981, "dd": -0.1835, "tr": -0.0973, "trough_date": "1981-09-25", "year_end_close": 122.55, "year_end_date": "1981-12-31", "ongoing": false, "ath": 0}, {"year": 1982, "dd": -0.1656, "tr": 0.1476, "trough_date": "1982-08-12", "year_end_close": 140.64, "year_end_date": "1982-12-31", "ongoing": false, "ath": 2}, {"year": 1983, "dd": -0.0691, "tr": 0.1727, "trough_date": "1983-08-08", "year_end_close": 164.93, "year_end_date": "1983-12-30", "ongoing": false, "ath": 29}, {"year": 1984, "dd": -0.1268, "tr": 0.014, "trough_date": "1984-07-24", "year_end_close": 167.24, "year_end_date": "1984-12-31", "ongoing": false, "ath": 0}, {"year": 1985, "dd": -0.0766, "tr": 0.2633, "trough_date": "1985-09-25", "year_end_close": 211.28, "year_end_date": "1985-12-31", "ongoing": false, "ath": 43}, {"year": 1986, "dd": -0.0942, "tr": 0.1462, "trough_date": "1986-09-29", "year_end_close": 242.17, "year_end_date": "1986-12-31", "ongoing": false, "ath": 31}, {"year": 1987, "dd": -0.3351, "tr": 0.0203, "trough_date": "1987-12-04", "year_end_close": 247.08, "year_end_date": "1987-12-31", "ongoing": false, "ath": 47}, {"year": 1988, "dd": -0.0764, "tr": 0.124, "trough_date": "1988-05-23", "year_end_close": 277.72, "year_end_date": "1988-12-30", "ongoing": false, "ath": 0}, {"year": 1989, "dd": -0.0756, "tr": 0.2725, "trough_date": "1989-11-06", "year_end_close": 353.4, "year_end_date": "1989-12-29", "ongoing": false, "ath": 13}, {"year": 1990, "dd": -0.1992, "tr": -0.0656, "trough_date": "1990-10-11", "year_end_close": 330.22, "year_end_date": "1990-12-31", "ongoing": false, "ath": 6}, {"year": 1991, "dd": -0.056, "tr": 0.2631, "trough_date": "1991-05-15", "year_end_close": 417.09, "year_end_date": "1991-12-31", "ongoing": false, "ath": 22}, {"year": 1992, "dd": -0.0624, "tr": 0.0446, "trough_date": "1992-04-08", "year_end_close": 435.71, "year_end_date": "1992-12-31", "ongoing": false, "ath": 18}, {"year": 1993, "dd": -0.0499, "tr": 0.0706, "trough_date": "1993-04-26", "year_end_close": 466.45, "year_end_date": "1993-12-31", "ongoing": false, "ath": 16}, {"year": 1994, "dd": -0.0894, "tr": -0.0154, "trough_date": "1994-04-04", "year_end_close": 459.27, "year_end_date": "1994-12-30", "ongoing": false, "ath": 5}, {"year": 1995, "dd": -0.0253, "tr": 0.3411, "trough_date": "1995-12-20", "year_end_close": 615.93, "year_end_date": "1995-12-29", "ongoing": false, "ath": 77}, {"year": 1996, "dd": -0.0764, "tr": 0.2026, "trough_date": "1996-07-24", "year_end_close": 740.74, "year_end_date": "1996-12-31", "ongoing": false, "ath": 39}, {"year": 1997, "dd": -0.108, "tr": 0.3101, "trough_date": "1997-10-27", "year_end_close": 970.43, "year_end_date": "1997-12-31", "ongoing": false, "ath": 45}, {"year": 1998, "dd": -0.1934, "tr": 0.2667, "trough_date": "1998-08-31", "year_end_close": 1229.23, "year_end_date": "1998-12-31", "ongoing": false, "ath": 47}, {"year": 1999, "dd": -0.1208, "tr": 0.1953, "trough_date": "1999-10-15", "year_end_close": 1469.25, "year_end_date": "1999-12-31", "ongoing": false, "ath": 35}, {"year": 2000, "dd": -0.172, "tr": -0.1014, "trough_date": "2000-12-20", "year_end_close": 1320.28, "year_end_date": "2000-12-29", "ongoing": false, "ath": 4}, {"year": 2001, "dd": -0.297, "tr": -0.1304, "trough_date": "2001-09-21", "year_end_close": 1148.08, "year_end_date": "2001-12-31", "ongoing": false, "ath": 0}, {"year": 2002, "dd": -0.3375, "tr": -0.2337, "trough_date": "2002-10-09", "year_end_close": 879.82, "year_end_date": "2002-12-31", "ongoing": false, "ath": 0}, {"year": 2003, "dd": -0.1405, "tr": 0.2638, "trough_date": "2003-03-11", "year_end_close": 1111.92, "year_end_date": "2003-12-31", "ongoing": false, "ath": 0}, {"year": 2004, "dd": -0.0816, "tr": 0.0899, "trough_date": "2004-08-12", "year_end_close": 1211.92, "year_end_date": "2004-12-31", "ongoing": false, "ath": 0}, {"year": 2005, "dd": -0.0717, "tr": 0.03, "trough_date": "2005-04-20", "year_end_close": 1248.29, "year_end_date": "2005-12-30", "ongoing": false, "ath": 0}, {"year": 2006, "dd": -0.077, "tr": 0.1362, "trough_date": "2006-06-13", "year_end_close": 1418.3, "year_end_date": "2006-12-29", "ongoing": false, "ath": 0}, {"year": 2007, "dd": -0.1009, "tr": 0.0353, "trough_date": "2007-11-26", "year_end_close": 1468.36, "year_end_date": "2007-12-31", "ongoing": false, "ath": 9}, {"year": 2008, "dd": -0.4801, "tr": -0.3849, "trough_date": "2008-11-20", "year_end_close": 903.25, "year_end_date": "2008-12-31", "ongoing": false, "ath": 0}, {"year": 2009, "dd": -0.2762, "tr": 0.2345, "trough_date": "2009-03-09", "year_end_close": 1115.1, "year_end_date": "2009-12-31", "ongoing": false, "ath": 0}, {"year": 2010, "dd": -0.1599, "tr": 0.1278, "trough_date": "2010-07-02", "year_end_close": 1257.64, "year_end_date": "2010-12-31", "ongoing": false, "ath": 0}, {"year": 2011, "dd": -0.1939, "tr": -0.0, "trough_date": "2011-10-03", "year_end_close": 1257.6, "year_end_date": "2011-12-30", "ongoing": false, "ath": 0}, {"year": 2012, "dd": -0.0994, "tr": 0.1341, "trough_date": "2012-06-01", "year_end_close": 1426.19, "year_end_date": "2012-12-31", "ongoing": false, "ath": 0}, {"year": 2013, "dd": -0.0576, "tr": 0.296, "trough_date": "2013-06-24", "year_end_close": 1848.36, "year_end_date": "2013-12-31", "ongoing": false, "ath": 45}, {"year": 2014, "dd": -0.074, "tr": 0.1139, "trough_date": "2014-10-15", "year_end_close": 2058.9, "year_end_date": "2014-12-31", "ongoing": false, "ath": 53}, {"year": 2015, "dd": -0.1235, "tr": -0.0073, "trough_date": "2015-08-25", "year_end_close": 2043.94, "year_end_date": "2015-12-31", "ongoing": false, "ath": 10}, {"year": 2016, "dd": -0.093, "tr": 0.0954, "trough_date": "2016-02-11", "year_end_close": 2238.83, "year_end_date": "2016-12-30", "ongoing": false, "ath": 18}, {"year": 2017, "dd": -0.028, "tr": 0.1942, "trough_date": "2017-04-13", "year_end_close": 2673.61, "year_end_date": "2017-12-29", "ongoing": false, "ath": 62}, {"year": 2018, "dd": -0.1978, "tr": -0.0624, "trough_date": "2018-12-24", "year_end_close": 2506.85, "year_end_date": "2018-12-31", "ongoing": false, "ath": 19}, {"year": 2019, "dd": -0.0684, "tr": 0.2888, "trough_date": "2019-06-03", "year_end_close": 3230.78, "year_end_date": "2019-12-31", "ongoing": false, "ath": 35}, {"year": 2020, "dd": -0.3392, "tr": 0.1626, "trough_date": "2020-03-23", "year_end_close": 3756.07, "year_end_date": "2020-12-31", "ongoing": false, "ath": 33}, {"year": 2021, "dd": -0.0521, "tr": 0.2689, "trough_date": "2021-10-04", "year_end_close": 4766.18, "year_end_date": "2021-12-31", "ongoing": false, "ath": 70}, {"year": 2022, "dd": -0.2543, "tr": -0.1944, "trough_date": "2022-10-12", "year_end_close": 3839.5, "year_end_date": "2022-12-30", "ongoing": false, "ath": 1}, {"year": 2023, "dd": -0.1028, "tr": 0.2423, "trough_date": "2023-10-27", "year_end_close": 4769.83, "year_end_date": "2023-12-29", "ongoing": false, "ath": 0}, {"year": 2024, "dd": -0.0849, "tr": 0.2331, "trough_date": "2024-08-05", "year_end_close": 5881.63, "year_end_date": "2024-12-31", "ongoing": false, "ath": 57}, {"year": 2025, "dd": -0.189, "tr": 0.1639, "trough_date": "2025-04-08", "year_end_close": 6845.5, "year_end_date": "2025-12-31", "ongoing": false, "ath": 39}, {"year": 2026, "dd": -0.091, "tr": 0.0385, "trough_date": "2026-03-30", "year_end_close": 7109.14, "year_end_date": "2026-04-20", "ongoing": true, "ath": 7}]}