Max Annual Drawdown

Largest decline from a market peak during the calendar year.

Where the observation ranks against the index’s full history.

Index price return for the year, shown alongside the drawdown.

Every row — including the current year — is the index itself (S&P 500, Nasdaq Composite, Dow Jones), measured close to close from the year’s first close. Drawdowns are close-based, so they read shallower than an intraday figure: March 2020 is −33.9% here against roughly −35.4% intraday. Returns exclude dividends.