Quick-and-dirty black-swans calculation
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Data copied from https://en.wikipedia.org/wiki/List_of_largest_daily_changes_in_the_Dow_Jones_Industrial_Average#Largest_percentage_changes
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Date% Change
Fractional change
Continuously compounded daily return
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3/15/193315.340.15340.1427141022
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10/6/193114.870.14870.1386308682
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10/30/192912.340.12340.1163598011
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9/21/193211.360.11360.1075980106
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10/13/200811.080.11080.1050804765
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10/28/200810.880.10880.1032783495
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10/21/198710.150.10150.09667288726
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8/3/19329.520.09520.09093699499
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2/11/19329.470.09470.09048035313
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11/14/19299.360.09360.08947500643
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12/18/19319.350.09350.08938356113
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2/13/19329.190.09190.08791929804
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5/6/19329.080.09080.08691137199
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4/19/19339.030.09030.08645288773
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10/8/19318.70.0870.08342160814
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6/10/19327.990.07990.07686844426
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3/28/18987.950.07950.07649797097
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9/5/19397.260.07260.07008560757
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6/3/19317.120.07120.06877951539
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1/6/19327.120.07120.06877951539
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9/29/2008-6.98-0.0698-0.07235566219
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9/24/1931-7.07-0.0707-0.07332366442
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7/20/1933-7.07-0.0707-0.07332366442
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9/17/2001-7.13-0.0713-0.0739695202
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10/5/1932-7.15-0.0715-0.07418489819
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10/27/1997-7.18-0.0718-0.07450805218
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2/1/1917-7.24-0.0724-0.0751546736
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10/9/2008-7.33-0.0733-0.07612539039
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12/1/2008-7.7-0.077-0.08012604448
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10/18/1937-7.75-0.0775-0.08066790307
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7/21/1933-7.84-0.0784-0.08164398904
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10/15/2008-7.87-0.0787-0.08196956287
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10/26/1987-8.04-0.0804-0.08381648609
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3/14/1907-8.29-0.0829-0.08653876142
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8/12/1932-8.4-0.084-0.08773891431
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11/6/1929-9.92-0.0992-0.1044720216
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10/29/1929-11.73-0.1173-0.124769887
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12/18/1899-11.99-0.1199-0.1277197416
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10/28/1929-12.82-0.1282-0.1371952392
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10/19/1987-22.61-0.2261-0.2563126127
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