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ナスダック100 · 年内ドローダウン

ナスダック100 · 年内ドローダウン — ナスダック100 · 年内最大下落 vs 年末リターン

年内最大ドローダウン — NDX 各年の最深の下落 vs 年末リターン。

平均年内ドローダウンは約 -18%、それでも年末平均は約 +18%。テック株の魅力と代償はこの差にある。

View the interactive chart Download raw JSON

What this page answers

Across 42 years, the Nasdaq 100's deepest intrayear drawdown averaged -19.5% — yet the average full-year return was still +18.0%. In 31 of those years the index dropped more than 10% intrayear and still finished positive: the dip is the norm, not the anomaly.

平均年内ドローダウンは約 -18%、それでも年末平均は約 +18%。テック株の魅力と代償はこの差にある。 The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

Latest Snapshot

Updated
2026-07-24
Observations
42
Average
-19.5%
Latest
+18.0%

the Nasdaq 100 deepest intrayear drawdown vs full-year return

the Nasdaq 100 deepest intrayear drawdown vs full-year return
YearDeepest intrayear drawdownFull-year return
2026-11.8%+12.7%
2025-22.9%+20.2%
2024-13.6%+24.9%
2023-10.9%+53.8%
2022-35.3%-33.0%
2021-10.9%+26.6%
2020-28.0%+47.6%
2019-11.1%+38.0%
2018-23.0%-1.0%
2017-4.9%+31.5%
2016-12.2%+5.9%
2015-14.2%+8.4%
2014-8.2%+17.9%
2013-6.0%+35.0%
2012-11.9%+16.8%
2011-16.1%+2.7%
2010-15.9%+19.2%
2009-18.6%+53.5%
2008-49.6%-41.9%
2007-11.5%+18.7%
2006-17.4%+6.8%
2005-12.3%+1.5%
2004-16.0%+10.4%
2003-13.1%+49.1%
2002-52.0%-37.6%
2001-58.7%-32.7%
2000-53.0%-36.8%
1999-12.0%+102.0%
1998-23.0%+85.3%
1997-18.2%+20.6%
1996-14.4%+42.5%
1995-11.9%+42.5%
1994-15.9%+1.5%
1993-14.2%+10.6%
1992-18.5%+8.9%
1991-11.5%+65.0%
1990-32.9%-10.4%
1989-11.0%+26.2%
1988-14.6%+13.5%
1987-39.9%+10.5%
1986-18.0%+6.9%
1985-4.4%+18.0%

Showing the full record (42 rows). Raw series: https://historyofmarket.com/api/ndx/intrayear-dd.json

Static Preview

ナスダック100 · 年内最大下落 vs 年末リターン Chart

Data & Source

GET /api/ndx/intrayear-dd.json — Canonical dataset endpoint.

Yahoo Finance · Macrotrends · Robert Shiller · FRED · S&P Global · Nasdaq · NBER.

FAQ

Where does this data come from?

History of Market combines public market and macro datasets including Yahoo Finance, Macrotrends, Robert Shiller, FRED, S&P Global, Nasdaq, and NBER. The exact endpoint for this panel is linked below.

How often is it updated?

Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.

Can I use the data?

Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.