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S&P 500 · § IV
S&P 500 · Intrayear Drawdown

S&P 500 · Intrayear Drawdown — Deepest Intrayear Drop vs Year-End Outcome

Intrayear drawdown — Each year's deepest dip vs. its final return — dips are the norm.

Ninety-nine years: intrayear drawdown averages about 14% — every year carries a stretch that feels like a reason to sell — yet the year-end average still closes positive. Investors who sit through the mismatch between process and outcome are usually compensated by the close.

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What this page answers

Across 99 years, the S&P 500's deepest intrayear drawdown averaged -16.2% — yet the average full-year return was still +8.1%. In 30 of those years the index dropped more than 10% intrayear and still finished positive: the dip is the norm, not the anomaly.

Ninety-nine years: intrayear drawdown averages about 14% — every year carries a stretch that feels like a reason to sell — yet the year-end average still closes positive. Investors who sit through the mismatch between process and outcome are usually compensated by the close. 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

Observations
99
Average
-16.2%
Latest
+8.1%

the S&P 500 deepest intrayear drawdown vs full-year return

the S&P 500 deepest intrayear drawdown vs full-year return
YearDeepest intrayear drawdownFull-year return
2026-9.1%+10.1%
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%

Showing the full record (99 rows). Raw series: https://historyofmarket.com/api/sp500/intrayear-dd.json

Static Preview

Deepest Intrayear Drop vs Year-End Outcome Chart

Data & Source

GET /api/sp500/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.