Nasdaq 100 · Deepest Intrayear Drop vs Year-End Outcome
Nasdaq 100 Intrayear Volatility — Deepest intrayear declines versus year-end returns: evaluating downside tolerance and recovery velocity.
The plate
Latest Snapshot
- Data file updated
- 2026-10-03
- Observations
- 42
- Average
- -19.5%
- Avg total return
- +18.0%
Intrayear drawdown averages about 18%, yet 83% of years still close green and the year-end average lands near +18%. Tech's appeal and cost live in that gap — 2000, 2008, and 2022 are the years when the trade didn't pay.
What this page answers
Across 42 years, the average intrayear drawdown for the Nasdaq 100 was -19.5% — yet the mean full-year total return remained firmly positive at +18.0%. In 31 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.
Intrayear drawdown averages about 18%, yet 83% of years still close green and the year-end average lands near +18%. Tech's appeal and cost live in that gap — 2000, 2008, and 2022 are the years when the trade didn't pay. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Nasdaq 100 — maximum intrayear drawdowns vs full-year net returns
| Year | Deepest intrayear drawdown | Full-year return |
|---|---|---|
| 2026 | -11.8% | +22.0% |
| 2025 | -22.9% | +20.2% |
| 2024 | -13.6% | +24.9% |
| 2023 | -10.9% | +53.8% |
| 2022 | -35.3% | -33.0% |
| 2021 | -10.9% | +26.6% |
| 2020 | -28.0% | +47.6% |
| 2019 | -11.1% | +38.0% |
| 2018 | -23.0% | -1.0% |
| 2017 | -4.9% | +31.5% |
| 2016 | -12.2% | +5.9% |
| 2015 | -14.2% | +8.4% |
| 2014 | -8.2% | +17.9% |
| 2013 | -6.0% | +35.0% |
| 2012 | -11.9% | +16.8% |
| 2011 | -16.1% | +2.7% |
| 2010 | -15.9% | +19.2% |
| 2009 | -18.6% | +53.5% |
| 2008 | -49.6% | -41.9% |
| 2007 | -11.5% | +18.7% |
| 2006 | -17.4% | +6.8% |
| 2005 | -12.3% | +1.5% |
| 2004 | -16.0% | +10.4% |
| 2003 | -13.1% | +49.1% |
| 2002 | -52.0% | -37.6% |
| 2001 | -58.7% | -32.7% |
| 2000 | -53.0% | -36.8% |
| 1999 | -12.0% | +102.0% |
| 1998 | -23.0% | +85.3% |
| 1997 | -18.2% | +20.6% |
| 1996 | -14.4% | +42.5% |
| 1995 | -11.9% | +42.5% |
| 1994 | -15.9% | +1.5% |
| 1993 | -14.2% | +10.6% |
| 1992 | -18.5% | +8.9% |
| 1991 | -11.5% | +65.0% |
| 1990 | -32.9% | -10.4% |
| 1989 | -11.0% | +26.2% |
| 1988 | -14.6% | +13.5% |
| 1987 | -39.9% | +10.5% |
| 1986 | -18.0% | +6.9% |
| 1985 | -4.4% | +18.0% |
Complete record (42 rows). Raw dataset: https://historyofmarket.com/api/ndx/intrayear-dd.json
Data & Source
GET /api/ndx/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.