credit crisis

credit crisis

S&P 500 Index Daily Returns

6d ago
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Description

Log-returns of the S&P 500 Index from 1950 - 2014. The chart shows the evolution of a daily sample of trailing 1-year returns, with an estimate of Value-at-Risk and the maximum drawdown of the index the past 252 trading days. Created/animated in Microsoft Excel. Key Events: 1962-05-28 : 6:25 (Kennedy Slide of 1962 - Flash Crash) 1987-10-19 : 20:40 (Black Monday) 1997-10-27 : 26:20 (LTCM) 2000-04-14 : 27:45 (.com) 2008-10-15 : 32:30 (Credit Crisis)