History of Market · The Chronicle of the U.S. Stock Market historyofmarket.com
Nasdaq · § V
Nasdaq 100 · Historical Drawdowns

Nasdaq 100 · Historical Drawdowns — Nasdaq 100 · Fifty-Nine Historical Drawdowns

Major drawdowns — Fifty-nine NDX drawdowns — the 2000 bust cut it by ~80%.

Down 83% cumulatively from 2000 to 2002. Still the clearest textbook case of a bubble and its unwind.

View the interactive chart Download raw JSON

What this page answers

Nasdaq 100 has recorded 60 qualifying drawdowns, including 8 bear markets (-20% or worse). The deepest was -82.9% (2000: Mar 27 - Oct 7, 2002; cause: Dotcom bubble). The median decline is -10.5% with a median 26 days to trough.

Down 83% cumulatively from 2000 to 2002. Still the clearest textbook case of a bubble and its unwind. 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
2026-07-17
Max decline
-82.9%
Median decline
-10.5%
Drawdowns
60

the Nasdaq 100 drawdown register (60 events)

the Nasdaq 100 drawdown register (60 events)
PeriodDeclineDays to troughRecovery (days)Cause
1986: Jul 3 - Sep 15-18.0%74200Unlabeled
1987: Oct 5 - Oct 26-39.9%21599Black Monday
1987: Apr 3 - Apr 27-6.2%2476Unlabeled
1987: Aug 26 - Sep 21-6.6%2637Black Monday
1989: Oct 9 - Jan 30, 1990-16.5%113227S&L crisis
1989: Jun 7 - Jun 30-7.0%2378S&L crisis
1990: Jul 16 - Oct 11-32.9%87205Gulf War
1991: Nov 13 - Nov 25-6.5%1233Unlabeled
1991: Mar 7 - Mar 12-5.2%519Unlabeled
1991: Apr 17 - Jun 24-11.5%68119Unlabeled
1992: Jan 15 - Jan 21-7.7%628Unlabeled
1992: Feb 12 - Jun 26-18.5%135296Unlabeled
1993: Nov 2 - Nov 22-5.6%2030Unlabeled
1993: Jan 14 - Apr 26-14.2%102256Unlabeled
1994: Mar 17 - Jun 24-15.9%99307Bond-market massacre
1995: Nov 3 - Jan 9, 1996-14.0%6797Unlabeled
1995: Jul 17 - Jul 19-8.3%252Unlabeled
1995: Sep 11 - Oct 9-10.3%2852Unlabeled
1996: Oct 15 - Oct 29-5.7%1422Unlabeled
1996: Dec 9 - Dec 16-6.0%729Unlabeled
1996: Feb 22 - Mar 8-8.0%1560Unlabeled
1996: Jun 5 - Jul 23-14.4%48100Unlabeled
1997: Oct 9 - Dec 24-18.2%76133Asian financial crisis
1997: Jan 22 - Apr 2-15.3%70103Unlabeled
1997: May 27 - Jun 4-6.4%821Unlabeled
1997: Aug 20 - Aug 28-6.5%849Unlabeled
1997: Aug 6 - Aug 15-5.7%914Unlabeled
1998: Feb 26 - Mar 5-6.6%727Russia / LTCM
1998: Apr 22 - Jun 3-9.8%4262Russia / LTCM
1998: Jul 20 - Oct 8-23.0%80112Russia / LTCM
1999: Oct 11 - Oct 18-8.4%718Pre-bubble shakeout
1999: Feb 1 - Mar 2-11.4%2956Pre-bubble shakeout
1999: Apr 26 - May 25-11.6%2956Pre-bubble shakeout
1999: Apr 9 - Apr 19-11.9%1017Pre-bubble shakeout
1999: Jul 16 - Aug 10-12.0%2540Pre-bubble shakeout
1999: Sep 20 - Sep 29-5.8%918Pre-bubble shakeout
2000: Jan 21 - Jan 28-10.5%713Dotcom bubble
2000: Jan 3 - Jan 6-11.9%316Dotcom bubble
2000: Mar 10 - Mar 15-10.0%512Dotcom bubble
2000: Mar 27 - Oct 7, 2002-82.9%9245,699Dotcom bubble
2015: Nov 3 - Feb 9, 2016-16.3%98268Yuan devaluation + oil
2016: Oct 24 - Nov 4-5.1%1150Early-2016 selloff
2018: Jan 26 - Feb 8-10.2%1342Volmageddon
2018: Mar 12 - Apr 2-10.4%2184Volmageddon
2018: Aug 29 - Dec 24-23.0%117231Rate-hike fears
2019: May 3 - Jun 3-11.1%3161US-China trade war
2019: Jul 26 - Aug 5-7.5%1091US-China trade war
2020: Feb 19 - Mar 20-28.0%30107COVID pandemic
2020: Jun 10 - Jun 11-5.0%112COVID pandemic
2020: Sep 2 - Sep 23-12.8%2190COVID pandemic
2021: Nov 19 - Dec 28, 2022-35.6%404756Tightening fears
2021: Feb 12 - Mar 8-10.9%2456Tightening fears
2021: Apr 16 - May 12-7.4%2659Tightening fears
2021: Sep 7 - Oct 4-7.7%2751Tightening fears
2024: Dec 16 - Jan 14, 2025-6.1%2960Recession fears
2024: Mar 22 - Apr 19-7.1%2854Recession fears
2024: Jul 10 - Aug 7-13.6%28119Recession fears
2025: Oct 29 - Mar 30, 2026-12.1%152168Valuation reset
2025: Feb 19 - Apr 8-22.9%48125Tariff shock
2026: Jun 2 - present-7.0%8

Showing the full record (60 rows). Raw series: https://historyofmarket.com/api/ndx/drawdowns.json

Static Preview

Nasdaq 100 · Fifty-Nine Historical Drawdowns Chart

Data & Source

GET /api/ndx/drawdowns.json — Canonical dataset endpoint.

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

FAQ

What was the deepest drawdown on record?

2000: Mar 27 - Oct 7, 2002: -82.9% (Dotcom bubble), taking 924 days to reach its trough.

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.