FactSet drawdown: 42.7% below the all-time high
FactSet is 42.7% below its all-time high, set Nov 14, 2024 (as of market close, Sep 18, 2026). The chart shows every day as a percentage of the highest level reached up to that point: 100% means a fresh record, everything below is a drawdown.
- Below all-time high
- −42.7%
- 57.3% of ATH
- All-time high
- $495.72
- Nov 14, 2024
- Time below the high
- 1.8 yrs
- since Nov 14, 2024
- Worst-ever drawdown
- −61.7%
- Feb 17, 2026
- Longest underwater
- 2.9 yrs
- between all-time highs
- Today's level first reached
- May 6, 2019
- 7.4 yrs ago
- Last time this deep
- Mar 17, 2009
- in a previous episode
% of all-time high since 1996#
The classic underwater chart (drawdown curve), drawn as % of the all-time high — 100% is a fresh record, everything below it is time spent underwater. Basis and range are in the URL, so a particular view is a link.
The deepest drawdowns on record#
Every decline of 15% or more from an all-time high (price basis), deepest first.
| Peak | Trough | Depth | Peak → trough | Recovered by | Underwater |
|---|---|---|---|---|---|
| Nov 14, 2024 | Feb 17, 2026 | −61.7% | 15 mo | not yet | 1.8 yrs+ |
| Jun 5, 2001 | Sep 18, 2001 | −59.0% | 3 mo | Jul 1, 2003 | 2.1 yrs |
| Oct 10, 2007 | Nov 20, 2008 | −54.9% | 13 mo | Nov 16, 2009 | 2.1 yrs |
| Dec 29, 1999 | May 22, 2000 | −47.3% | 5 mo | Dec 12, 2000 | 11 mo |
| Dec 12, 2000 | Mar 13, 2001 | −36.4% | 3 mo | Jun 5, 2001 | 6 mo |
| Jul 23, 1998 | Oct 8, 1998 | −34.2% | 3 mo | Nov 23, 1998 | 4 mo |
| Feb 19, 2020 | Mar 23, 2020 | −33.7% | 33 days | Jun 3, 2020 | 3 mo |
| Sep 3, 2003 | Jan 21, 2004 | −31.2% | 5 mo | Nov 5, 2004 | 14 mo |
Price basis (no dividends) — the convention crash histories use. With dividends reinvested, recoveries arrive years earlier; switch the basis on the chart above to see it.
Drawdown vs what came next#
One dot per month since 1996: how far FactSet stood below its all-time high, and the total return over the following 1, 5 and 10 years.
Read this with survivorship bias in mind: a single asset's history is one surviving sample, so past recoveries here say little about the odds ahead. Monthly windows also overlap heavily (they are not independent samples). Not investment advice.
FAQ#
- How far is FactSet from its all-time high?
- FactSet is currently 42.7% below its all-time high, set Nov 14, 2024 (as of market close, Sep 18, 2026). Prices only, the convention headlines use; with dividends reinvested the gap is usually smaller.
- What was the biggest FactSet drawdown ever?
- The deepest decline on record in our data (since 1996) took FactSet 61.7% below its prior high, bottoming Feb 17, 2026. The table on this page lists every major episode with its peak, trough and recovery date.
Methodology & related#
Daily data since -1 from FDS; no free deep history exists for FactSet — for a 150-year drawdown record see the S&P 500 drawdown page. The price basis excludes dividends; the total-return basis reinvests them; the real basis additionally deflates by CPI. See also returns by year. Past performance does not predict future returns; not investment advice.