WhyItDropped

S&P 500 · August 8, 2011

The US Credit Downgrade

-6.66%

single-day change vs previous close

Part of a longer stretch

The downgrade and Europe's second wave

midway through · 2011-04-29 → 2011-10-03, -19.39% over the whole period

What happened that day?

  • 5 August 2011 — rating agency S&P cut the US credit rating one notch from the top grade, the first time ever
  • On the next session, Monday 8 August, the S&P 500 fell 6.66%
  • For weeks Congress had been deadlocked over the debt ceiling, coming close to a technical default
  • The stated reason for the downgrade was less the fiscal position than a political system that couldn't reach agreement
  • The paradox followed immediately: US Treasuries were downgraded, and Treasury prices rose
  • When markets get nervous they still flee into Treasuries. The downgraded asset kept its role as the safe asset
  • Fell 19.39% from peak, recovered within the year

Sources

Every figure on this page is recomputed from the original daily closing prices and checked against them at build time. The account of what happened is written from the sources listed above.