Lose 22.28% on Dow Jones Industrial Average, in a year? What are the odds?

What are the odds? estimating Dow Jones Industrial Average's worst case scenario

Over the past 22 days, Dow Jones Industrial Average historical volatility performed at 18.5057% This roughly translates into an expectation of a 1.1566% move in price per day. If markets remain as volatile as they have been, what's the worst case scenario for Dow Jones Industrial Average?

Executive summary

• The last spot price was $ 33,918.50.

• Over the past 22 days, historical volatility performed at 18.5057 % This roughly translates into an expectation of a 1.1566% move in price per day.

• If markets remain as volatile as they have been, we are 95% sure that the price won't trade higher to the $48058.5458 level within the next 1Y.

• If markets remain as volatile as they have been, we are 95% sure that the price won't trade lower to the $19778.4542 level within the next 1Y.

• If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.

• The largest drawdown in the dataset was -2.3918%.

• The largest up day in the dataset was 1.6986%.

Market skew

• The largest drawdown in the dataset was -2.3918%.

• The largest up day in the dataset was 1.6986%.

Worst case scenario price

• If markets remain as volatile as they have been, we are 95% sure that the price won't trade higher to the $48058.5458 level within the next 1Y.

• If markets remain as volatile as they have been, we are 95% sure that the price won't trade lower to the $19778.4542 level within the next 1Y.

• If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.

Worst case scenario payout 33918.5

If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.