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The S&P 500 was on fire in 2019. It burnt up the ticker tape with a scorching 31.5-per-cent total return. Stock markets often generate strong returns, but 2019 was an unusually good year.

U.S. index investors pocketed average annual returns of 10 per cent over the past three decades. That would have turned each US$10,000 invested into about US$173,000 including reinvested dividends, but not including fees, taxes or inflation.

The index gained more than 30 per cent in six of the past 30 years. It gained more than 20 per cent in 12 years. It’s little wonder why investors love stocks.

On the other hand, the market lost 37 per cent in 2008, 22 per cent in 2002 and 12 per cent in 2001. The upside came with big dips along the way.

I turn to data compiled by Robert Shiller, Sterling professor of economics at Yale University, for the very long-term view. He tracks the S&P 500 (and its predecessor indexes) back to the 1870s using monthly price averages that are adjusted for inflation. Inflation adjustment is particularly important during inflationary periods such as those that occurred in the late 1970s and early 1980s.

The S&P 500 posted average inflation-adjusted compound annual returns of 6.9 per cent from the start of 1871 to the end of 2019 based on Prof. Shiller’s data. It gained an average of 7.4 per cent a year over the past 30 years. The experience of investors over the past three decades wasn’t much different from that of the prior (almost) 120 years in inflation-adjusted terms.

Wise investors prepare themselves for downturns. To help in this regard, I direct your attention to the accompanying graph. It shows down periods for the S&P 500 in inflation-adjusted terms.

The line in the graph traces out the index’s level as a fraction of its prior peak. Each time it returns to the top it hits a new record high.

It hit new highs many times in 2019 and, despite the big gains, the index dipped briefly below its highs for about half the year.

As any seasoned investor will tell you, the stock market’s path can be pretty bumpy: The market often falls below its prior highs. Indeed, it spent roughly 76 per cent of the months from 1871 to the end of 2019 below its prior highs.

Thankfully, most downturns were brief and many go unnoticed by investors who aren’t glued to the market’s every move. There were 138 separate downturns in the S&P 500’s inflation-adjusted record, based on Prof. Shiller’s data. About 36 per cent of them lasted for one month and 67 per cent of them lasted for three months or less before the market moved up to new highs.

Longer downturns were less common. 83 per cent of declines lasted for a year or less. Move out a bit more and about 91 per cent of downturns lasted for two years or less. If the market declines, odds are very good it’ll hit a new high within a couple of years based on the past record.

But the imagination of investors is occupied by a small minority of severe crashes and depressions. It’s something that should come as no surprise because the market emerged from the longest downturn on record only a few years ago, in 2013. The S&P 500 fell below its prior high when the internet bubble burst in 2000 and failed to exceed it – in inflation-adjusted terms – for 152 months or the better part of 13 years. At the worst, it declined by 52 per cent from its prior peak by early 2009. Retirement nightmares are made of this sort of thing. The period joins the 1929 and 1973 downturns as particularly painful ones for investors.

It’s easy to forget about downturns late into a bull market, but they will come again. Nonetheless, investors who stick with stocks – and add to their positions in poor periods – have been rewarded handsomely over the long term.

Norman Rothery, PhD, CFA, is the founder of StingyInvestor.com.

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