The S&P 500 index finished 2011 less than a point away from where it ended 2010 -- 0.04 points down to be exact. That's the smallest annual change in history. At its peak in April, the S&P had climbed more than 8%. But by October, at the lowest levels of the year, it was down more than 12%. The Nasdaq, meanwhile, lost 1.8% for the year.