Special Memo: Longer Term History of Stock Price Declines

Victor Levinson Comments

The US stock market (S&P 500) has declined 12% from its all-time high of 3,386 reached on February 19th (measured from its close of 2,978 on February 27th).  A decline of 10% to 20% is referred to as a correction. This decline, attributed primarily to the likely negative economic impacts of the spread of the new coronavirus, comes in the context of the following:

  • Year 2019, with a 28.9% gain (2,507 to 3,231), an all-time high, which reached 3,386 in mid-February 2019, as mentioned above;
  • Year 2018, with a decline of 6.2%, (2,674 to 2,507), which was down as much as 12.1% (at 2,351) just before year-end;
  • Year 2017, with a 19.4% gain (2,239 to 2,674);
  • November 2016 post-Trump’s election, with a gain of 3.5% (2,163 to 2,239). From the start of Trump’s term to the current date, the gain is still 37.6% (2,163 to 2,978).

A February 27th CNBC article, “Here’s How Long Stock Market Corrections Last and How Bad They Can Get,” provides some additional longer-term historical context for declines:

“There have been 26 market corrections (not including today) since World War II with an average decline of 13.7%.

Recoveries have taken four months on average.

The most recent corrections occurred from September 2018 to December 2018. The S&P 500 bounced into and out of correction territory throughout the autumn of 2018.

This is the fastest 10% decline from an all-time high in the index’s history, according to Bespoke.

But there’s one possible big caveat. This is only if it does not fall into bear market territory, down 20% from a high. If the losses stretch to 20%, then there’s potentially more pain ahead and a longer recovery time.

There have been 12 bear markets since World War II with an average decline of 32.5% as measured on a close-to-close basis.

The most recent was October 2007 to March 2009, when the market dropped 57% and then took more than four years to recover. The S&P 500 closed in a bear market in December 2018 using intraday data.

Bear markets have lasted 14.5 months on average and have taken two years to recover on average.”[1]

It’s also useful to remember that your asset allocation away from stocks reduces the impact of the declines.  For example, a 50-50 allocation to stocks and bonds means that a 10% stock market decline has a 5% impact on your portfolio.  The allocations are intended to allow you to get through sharp stock market declines and take a long-term view of your investments.  Ron Lieber’s New York Times article, “Freaked Out by the Stock Market? Take a Deep Breath” (NYT 2/27/20, page B1), makes similar points about taking the long-term view, which we will discuss at more length in our next regular monthly Comments.

[1] Source: Franck, Thomas. “Here’s How Long Stock Market Corrections Last and How Bad They Can Get.” CNBC, 27 Feb. 2020, https://www.cnbc.com/2020/02/27/heres-how-long-stock-market-corrections-last-and-how-bad-they-can-get.html