S&P 500
Performance
Performance Chart
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
The earliest data available for this chart is Jan 2, 1970, corresponding to the inception date of ^GSPC
Returns By Period
As of May 4, 2024, the S&P 500 returned 7.50% Year-To-Date and 10.64% of annualized return in the last 10 years.
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.59% | 5.17% | 3.10% | -4.16% | ||||||||
| 2023 | -2.20% | 8.92% | 4.42% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 2.17 | 3.11 | 1.38 | 1.65 | 8.41 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P 500 was 56.78%, occurring on Mar 9, 2009. Recovery took 1021 trading sessions.
The current S&P 500 drawdown is 2.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.78% | Oct 10, 2007 | 355 | Mar 9, 2009 | 1021 | Mar 28, 2013 | 1376 |
| -49.15% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1166 | May 30, 2007 | 1803 |
| -48.2% | Jan 12, 1973 | 436 | Oct 3, 1974 | 1462 | Jul 17, 1980 | 1898 |
| -33.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -33.51% | Aug 26, 1987 | 71 | Dec 4, 1987 | 414 | Jul 26, 1989 | 485 |
Volatility
Volatility Chart
The current S&P 500 volatility is 4.10%, 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.