S&P 500 - 2001

The following graph plots the year-to-date performance of the index for 2001 compared to the probability calculated by a random walk model.

Initial Value: 1320.28 Hist. Volatility: 1.24% Annual Drift: 7% Final Value: 1148.08 Percentile: 22%
Click on the image for the high resolution version.

The high to date and low to date prices of the stock plotted against a random walk model for 2001 (what's this?).