Drawdowns: How Far Markets Are Below Their Highs
How far each core market is below its all-time high, and how long ago that high was set.
How to read this
A drawdown is the distance from the highest close ever reached. It is measured from the peak, not from your purchase price — a market can be in a drawdown while you are still in profit.
The maths of losses is asymmetric: a market 20% below its high needs +25% to recover, at −50% it needs +100%, at −80% it needs +400%. That is why limiting deep drawdowns matters more for long-term wealth than catching every rally — and why our strategies aim to sit out the deepest part of extended declines.
The Research Terminal shows this table for all 30 markets with Plus, next to the current drawdown of each strategy.
How the main asset classes have performed this month and this year — total returns, updated with every data refresh.
Correlation matrixWhich asset classes move together and which do not — the foundation of real diversification.
30 markets explainedLong-term returns, drawdowns and how a trend-following strategy compares.
Educational content, not investment advice. Past performance does not guarantee future results. Disclaimer.