Markets

Drawdowns by portfolio mix

Every mix of stocks and bonds has a different worst-case. Below is the peak-to-trough decline history for your chosen blend, using calendar-year total returns for the S&P 500 and 10-year Treasuries from 1928 to 2025, rebalanced annually.

Portfolio mix60% stocks / 40% bonds
Worst drawdown
-40.1%
Worst calendar year
-27.3% (1931)
Annualized return
8.34%
Annual volatility
12.1%

Year by year returns

Positive years shown in green above the line, negative years in red below it.

1928Best: 32.9% · Worst: -27.3%2025

Worst declines

PeakTroughDeclineRecovered
19281932-40.1%1935
19721974-20.8%1976
19361937-20.7%1943
20212022-18.0%2024
20072008-13.9%2010
20002002-11.7%2003

Odds the market is up

Short horizons are close to a coin flip. The longer you hold, the more the odds tilt in your favor. Horizons of a year or more reflect your selected 60/40 mix; day/week/month/quarter figures are S&P 500 price history.

1 day
53%
1 week
56%
1 month
62%
1 quarter
67%
1 year
79%
3 years
91%
5 years
96%
10 years
100%
20 years
100%
Holding periodOdds positiveBest (ann.)Worst (ann.)Periods
1 year79%32.9%-27.3%98
3 years91%23.0%-15.2%96
5 years96%20.1%-5.4%94
10 years100%16.0%1.8%89
20 years100%14.8%3.5%79

Compare every mix

Stocks / BondsAnnualizedVolatilityWorst drawdownWorst year
100 / 010.02%19.4%-64.8%-43.8% (1931)
80 / 209.27%15.6%-53.5%-35.6% (1931)
60 / 408.34%12.1%-40.1%-27.3% (1931)
40 / 607.24%9.2%-25.6%-19.1% (1931)
20 / 805.97%7.5%-17.9%-17.9% (2022)
0 / 1004.53%7.9%-21.5%-17.8% (2022)

Drawdowns are measured on calendar year-end values, so intra-year declines were deeper than shown. Past performance does not predict future results.