Finance Brain
Courses
Home
Sign in
← The Appeal of Market Timing
1 / 3
Question
Studies of the S&P 500 show that missing the 10 best single trading days over a 20-year period reduces cumulative returns by approximately how much?
1
By over 90% — returns depend almost entirely on a handful of days.
2
By approximately 10%, since each day represents 0.1% of trading days.
3
By roughly half of total cumulative returns.
4
By about 5% — a marginal impact given the long time horizon.
Press 1–4 to pick an answer
Finance Brain