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S&P 500

Last updated Sep 30, 2023

Asset Allocation


^GSPC 100%EquityEquity
PositionCategory/SectorWeight
^GSPC
S&P 500
100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in S&P 500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
3.97%
3.97%
3.97%
S&P 500
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the S&P 500 returned 11.68% Year-To-Date and 9.74% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%7.97%9.75%
S&P 500-4.87%4.35%11.68%19.59%7.97%9.75%
^GSPC
S&P 500
-4.87%4.35%11.68%19.59%7.97%9.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.51%1.46%0.25%6.47%3.11%-1.77%

Sharpe Ratio

The current S&P 500 Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.89

The Sharpe ratio of S&P 500 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.89
0.89
0.89
S&P 500
Benchmark (^GSPC)
Portfolio components

Dividend yield


S&P 500 doesn't pay dividends

Expense Ratio

The S&P 500 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
0.89

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-10.60%
-10.60%
-10.60%
S&P 500
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the S&P 500. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the S&P 500 is 56.78%, recorded on Mar 9, 2009. It took 1021 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.78%Oct 10, 2007355Mar 9, 20091021Mar 28, 20131376
-49.15%Mar 27, 2000637Oct 9, 20021166May 30, 20071803
-48.2%Jan 12, 1973436Oct 3, 19741462Jul 17, 19801898
-33.92%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
-33.51%Aug 26, 198771Dec 4, 1987414Jul 26, 1989485

Volatility Chart

The current S&P 500 volatility is 3.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
3.17%
3.17%
3.17%
S&P 500
Benchmark (^GSPC)
Portfolio components