COUNTERPOINT · 1985—NOW — Drawdown Base Rates and Recovery Probabilities (1985–Present)
Drawdown Historical Base Rates — Morgan Stanley Counterpoint Research: historical base rates and frequency of 10%, 20%, and 30% drawdowns in US equities.
The plate
Maximum drawdowns for S&P 500 constituents binned across eleven depth tiers: displaying historical sample size, percentage of stocks that recovered prior peaks, and average years required.
What this page answers
This static page is built to answer searches for COUNTERPOINT · 1985—NOW. It summarizes the live dataset behind the Drawdown Base Rates and Recovery Probabilities (1985–Present) panel and links to the full interactive chart.
Maximum drawdowns for S&P 500 constituents binned across eleven depth tiers: displaying historical sample size, percentage of stocks that recovered prior peaks, and average years required. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Data & Source
GET /api/latest/dd-study.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.