Stats › Best and worst days › Largest daily moves

Black Monday took 20.47% off the S&P 500 in one session

Mar 33: 16.61%+16.61%Mar 33Oct 29: 12.53%+12.53%Oct 29Oct 31: 12.36%+12.36%Oct 31Sep 32: 11.81%+11.81%Sep 32Oct 08: 11.58%+11.58%Oct 08Oct 87: -20.47%-20.47%Oct 87Oct 29: -12.34%-12.34%Oct 29Mar 20: -11.98%-11.98%Mar 20Oct 29: -10.16%-10.16%Oct 29Nov 29: -9.92%-9.92%Nov 29

The tails are roughly symmetric in size but not in company: three of these ten sessions occurred in 2020 and 2008, within weeks of each other in both cases.

The largest single day moves in US market history cluster in four episodes: 1929 to 1933, 1987, 2008 and 2020. The worst was 19 October 1987, when the S&P 500 fell 20.47% and the Dow 22.61%. The best days sit in the same weeks.

-20.47%S&P 500 worst day
-22.61%Dow, same day
+16.61%S&P 500 best day
-11.98%Worst of the modern era

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