Max Drawdown distribution (S&P500)

S&P500 1970/2/1 이후 Max Drawdown Historical 분포

Max Drawdown	빈도(회)	Probability	Cumulative	1-Cumulative
0.0%~2.5%	24	38.10%	38.10%	61.90%
2.5%~5.0%	12	19.05%	57.14%	42.86%
5.0%~7.5%	11	17.46%	74.60%	25.40%
7.5%~10.0%	4	6.35%	80.95%	19.05%
10.0%~12.5%	1	1.59%	82.54%	17.46%
12.5%~15.0%	1	1.59%	84.13%	15.87%
15.0%~17.5%	2	3.17%	87.30%	12.70%
17.5%~20.0%	1	1.59%	88.89%	11.11%
20.0%~22.5%	1	1.59%	90.48%	9.52%
22.5%~25.0%	2	3.17%	93.65%	6.35%
25.0%~27.5%	0	0.00%	93.65%	6.35%
27.5%~30.0%	0	0.00%	93.65%	6.35%
30.0%~32.5%	1	1.59%	95.24%	4.76%
32.5%~35.0%	0	0.00%	95.24%	4.76%
35.0%~37.5%	0	0.00%	95.24%	4.76%
37.5%~40.0%	0	0.00%	95.24%	4.76%
40.0%~42.5%	0	0.00%	95.24%	4.76%
42.5%~45.0%	0	0.00%	95.24%	4.76%
45.0%~47.5%	2	3.17%	98.41%	1.59%
47.5%~50.0%	0	0.00%	98.41%	1.59%
50.0%~52.5%	0	0.00%	98.41%	1.59%
52.5%~55.0%	1	1.59%	100.00%	0.00%
55.0%~57.5%	0	0.00%	100.00%	0.00%
57.5%~60.0%	0	0.00%	100.00%	0.00%