COUNTERPOINT · FORWARD TSR — Post-Trough Forward Returns: Intermediate Rebound vs. Full Recovery
Forward Returns Post-Drawdown — Historical forward 1-year, 3-year, and 5-year annualized return distributions following major market declines.
The plate
Median annualized returns 1, 3, 5, and 10 years after troughing, grouped by drawdown severity. Deeper drawdowns generate sharper initial technical bounces but record significantly lower long-term recovery rates.
What this page answers
This static page is built to answer searches for COUNTERPOINT · FORWARD TSR. It summarizes the live dataset behind the Post-Trough Forward Returns: Intermediate Rebound vs. Full Recovery panel and links to the full interactive chart.
Median annualized returns 1, 3, 5, and 10 years after troughing, grouped by drawdown severity. Deeper drawdowns generate sharper initial technical bounces but record significantly lower long-term recovery rates. 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.