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Subject:  Distributions of S&P500 returns Date:  3/31/2013  5:34 PM
Author:  Rayvt Number:  71605 of 80374

[Spun off from the 7702 thread.]

Whenever the topic of annual floors and caps comes up, the question arises of: What do the returns look like? How many times is the annual return of the S&P500 below the XX% floor, and how many times is it above the YY% cap?

I computed the rolling 12-month returns of the S&P5