History of Market · The Chronicle of the U.S. Stock Market S&P 500
Gathering I · leaf 17 of 27
S&P 500 · Intrayear Drawdown

S&P 500 · Intrayear Drawdown — Maximum Intra-Year Drop vs. Full-Year Return

Intrayear Dip vs Full-Year Return — Deepest intrayear decline versus final calendar-year return: demonstrating that substantial pullbacks are the rule, not the exception.

Across nearly a century, the average maximum intra-year drawdown in the S&P 500 is roughly 14%, with double-digit drops occurring in most years; yet approximately 70% of calendar years ultimately closed with positive returns, illustrating the divergence between intermediate volatility and final outcomes.

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What this page answers

Across 99 years, the average intrayear drawdown for the S&P 500 was -16.2% — yet the mean full-year total return remained firmly positive at +8.1%. In 30 of those years, the index suffered a double-digit intra-year drop and still finished higher: in equity markets, turbulence is the price of admission, not an anomaly.

Across nearly a century, the average maximum intra-year drawdown in the S&P 500 is roughly 14%, with double-digit drops occurring in most years; yet approximately 70% of calendar years ultimately closed with positive returns, illustrating the divergence between intermediate volatility and final outcomes. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

The plate

S&P 500 · Intrayear Drawdown — Maximum Intra-Year Drop vs. Full-Year Return-50%-25%0%25%50%19401960198020002020
Plate I.17 Across nearly a century, the average maximum intra-year drawdown in the S&P 500 is roughly 14%, with double-digit drops occurring in most years; yet approximately 70% of calendar years ultimately closed with positive returns, illustrating the divergence between intermediate volatility and final outcomes.

Latest Snapshot

Observations
99
Average
-16.2%
Latest
+8.1%

S&P 500 — maximum intrayear drawdowns vs full-year net returns

S&P 500 — maximum intrayear drawdowns vs full-year net returns
YearDeepest intrayear drawdownFull-year return
2026-9.1%+12.8%
2025-18.9%+16.4%
2024-8.5%+23.3%
2023-10.3%+24.2%
2022-25.4%-19.4%
2021-5.2%+26.9%
2020-33.9%+16.3%
2019-6.8%+28.9%
2018-19.8%-6.2%
2017-2.8%+19.4%
2016-9.3%+9.5%
2015-12.4%-0.7%
2014-7.4%+11.4%
2013-5.8%+29.6%
2012-9.9%+13.4%
2011-19.4%-0.0%
2010-16.0%+12.8%
2009-27.6%+23.5%
2008-48.0%-38.5%
2007-10.1%+3.5%
2006-7.7%+13.6%
2005-7.2%+3.0%
2004-8.2%+9.0%
2003-14.1%+26.4%
2002-33.8%-23.4%
2001-29.7%-13.0%
2000-17.2%-10.1%
1999-12.1%+19.5%
1998-19.3%+26.7%
1997-10.8%+31.0%
1996-7.6%+20.3%
1995-2.5%+34.1%
1994-8.9%-1.5%
1993-5.0%+7.1%
1992-6.2%+4.5%
1991-5.6%+26.3%
1990-19.9%-6.6%
1989-7.6%+27.3%
1988-7.6%+12.4%
1987-33.5%+2.0%
1986-9.4%+14.6%
1985-7.7%+26.3%
1984-12.7%+1.4%
1983-6.9%+17.3%
1982-16.6%+14.8%
1981-18.4%-9.7%
1980-17.1%+25.8%
1979-10.3%+12.3%
1978-13.6%+1.1%
1977-15.2%-11.5%
1976-8.4%+19.2%
1975-14.1%+31.6%
1974-37.6%-29.7%
1973-23.4%-17.4%
1972-5.1%+15.6%
1971-13.9%+10.8%
1970-25.9%+0.1%
1969-16.0%-11.4%
1968-9.3%+7.7%
1967-6.6%+20.1%
1966-22.2%-13.1%
1965-9.6%+9.1%
1964-3.6%+13.0%
1963-6.5%+18.9%
1962-26.4%-11.8%
1961-6.2%+23.1%
1960-13.6%-3.0%
1959-9.2%+8.5%
1958-4.4%+38.1%
1957-20.7%-14.3%
1956-10.6%+2.6%
1955-10.6%+26.4%
1954-4.4%+45.0%
1953-14.8%-6.6%
1952-6.9%+11.8%
1951-8.1%+16.4%
1950-14.0%+21.7%
1949-13.2%+10.5%
1948-13.5%-0.7%
1947-14.7%0.0%
1946-26.7%-11.9%
1945-6.9%+30.7%
1944-6.9%+13.8%
1943-13.1%+19.5%
1942-17.8%+12.4%
1941-22.9%-17.9%
1940-29.6%-15.1%
1939-21.2%-5.2%
1938-28.9%+24.6%
1937-45.5%-38.6%
1936-12.8%+27.9%
1935-15.9%+41.4%
1934-29.3%-4.7%
1933-29.4%+44.1%
1932-51.0%-14.8%
1931-57.5%-47.1%
1930-44.3%-28.5%
1929-44.6%-11.9%
1928-10.3%+37.1%

Complete record (99 rows). Raw dataset: https://historyofmarket.com/api/sp500/intrayear-dd.json

Data & Source

GET /api/sp500/intrayear-dd.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

FAQ

Where does this data come from?

History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). 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.