The worst monthly loss so far this year was -0.04% in March 2017. If that holds, this would be an all-time record, per chart below. Note that we rounded -0.04% to -0% in the chart, for viewing ease. Also what's this chatter recently about "years ending in 7"? Seeing down this column, there is nothing unusual, but for my birthday in 1987 (Black Monday, October 19.) For other extreme risk measures, and small samples sizes see here, here, here, here, here.
Additionally we show this chart split between the first 8 months of the year, and the final 4 months of the year. The former is on the top of the graphic below, and the latter in on the bottom of the graphic below. Click to enlarge.
Can I ask which computer language you used for the beautiful figures? Thanks.
ReplyDeletethanks. I have every software installed on multiple computers, and am always programming graphic edits, so there is no one environment but always a blend of math software and also art software.
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