Learn: Drawdowns, Explained with Data
This library explains drawdowns with data: what they are, how the biggest declines rank, how DrawdownAlerts scores their severity, and where today's valuations sit versus each stock's own history. Every guide is built on daily price history across the assets we track.
Updated Daily
Biggest Drawdowns Ranked
Hundreds of tracked stocks and cryptocurrencies ranked by drawdown depth and duration, recomputed daily from the latest market data.
Stocks Below Historical Valuation
Tracked stocks ranked by where today's P/S and EV/EBITDA ratios sit within each stock's own record, updated daily.
What Is a Drawdown?
The percentage decline from an asset's all-time high: definition, formula, and real examples.
S&P 500 Drawdown History
Every significant S&P 500 drawdown since 1985 with depth, duration, recovery time, and Severity Score.
Nasdaq Drawdown History
Every significant Nasdaq Composite drawdown since 1985, including the dot-com crash, with depth, duration, and recovery time.
Bitcoin Drawdown History
Every major Bitcoin bear market since 2011, including the 2017-2018 crash and the 2021-2022 FTX-era bear market, with depth, duration, and recovery time.
Dow Jones Drawdown History
Every significant Dow Jones Industrial Average drawdown since 1985, including Black Monday and the 2008 financial crisis, with depth, duration, and recovery time.
Russell 2000 Drawdown History
Every significant Russell 2000 small-cap drawdown since 1987, including the 2007-2009 financial crisis and the slow 2022 bear market recovery, with depth, duration, and recovery time.
Treasury Bond (TLT) Drawdown History
Every significant long-term Treasury bond drawdown since 2008, including the still-open 2020-present historic bond bear market, with depth, duration, and recovery time.
Gold (GLD) Drawdown History
Every significant gold drawdown since 2008, including the 2011-2015 secular bear market and the still-open 2026 pullback from gold's all-time high, with depth, duration, and recovery time.
Drawdowns vs Corrections vs Bear Markets
Clear definitions and key differences between the three terms, with historical examples and data.
Maximum Drawdown vs Severity Score
How the Drawdown Severity Score differs from maximum drawdown (MDD), and when to use each metric.
The Drawdown Severity Score
The proprietary 0-12+ scale that measures how statistically unusual a decline is versus an asset's own history.
Methodology
Full transparency on how the Severity Score is calculated: data sources, statistics, and score interpretation.
Glossary
Definitions of key drawdown terms: maximum drawdown, peak-to-trough, recovery time, severity zones, and more.
Why Markets Spend Time Below Their Highs
The S&P 500 has traded below a prior high about 90% of the time, and which severity levels are historically rare.
Know the moment one of these drawdowns turns rare
Pick your stocks once — we score every decline against decades of its own history and wake you only when it matters.
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DrawdownAlerts provides historical data analysis, not financial advice. Past performance does not guarantee future results. Always do your own research before making investment decisions.