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S&P BSE-100 (^BSE100)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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S&P BSE-100

Popular comparisons: ^BSE100 vs. MLM, ^BSE100 vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of ₹10,000 in S&P BSE-100, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
327.98%
643.09%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P BSE-100 had a return of 5.01% year-to-date (YTD) and 25.54% in the last 12 months. Over the past 10 years, S&P BSE-100 had an annualized return of 12.73%, outperforming the S&P 500 benchmark which had an annualized return of 10.84%.


PeriodReturnBenchmark
Year-To-Date5.01%10.00%
1 month-0.44%2.41%
6 months17.48%16.70%
1 year25.54%26.85%
5 years (annualized)15.98%12.81%
10 years (annualized)12.73%10.84%

Monthly Returns

The table below presents the monthly returns of ^BSE100, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.56%1.83%1.63%2.00%5.01%
2023-2.66%-2.22%0.36%4.11%3.19%3.50%2.96%-1.91%1.81%-2.81%5.93%8.04%21.49%
2022-0.04%-3.26%3.99%-0.84%-3.91%-5.17%9.47%3.95%-3.55%4.73%3.67%-3.44%4.54%
2021-2.15%6.71%0.95%-0.20%6.66%1.18%0.62%7.86%2.91%0.23%-3.36%1.77%25.00%
2020-1.25%-6.54%-23.23%14.79%-2.55%7.35%7.19%2.89%-0.78%2.89%11.35%8.04%15.24%
2019-0.95%-0.60%7.47%0.50%1.48%-1.12%-5.87%-0.63%3.96%3.61%1.20%0.77%9.63%
20183.53%-4.85%-3.33%6.19%-1.01%-0.48%5.81%3.36%-7.29%-4.30%4.29%0.38%1.19%
20175.31%4.07%3.30%1.85%2.68%-0.76%5.89%-1.13%-1.38%5.94%-0.66%3.03%31.52%
2016-5.51%-7.53%10.74%1.77%3.80%1.85%5.05%1.87%-1.75%1.13%-5.40%-1.10%3.57%
20156.38%1.03%-4.31%-3.31%2.75%-1.01%2.24%-6.15%-0.54%1.44%-1.37%0.19%-3.25%
2014-4.04%2.72%7.56%0.12%9.38%5.41%0.74%2.78%-0.01%4.59%3.11%-3.18%32.28%
20131.94%-6.10%-0.72%4.63%0.84%-3.15%-1.64%-4.56%5.07%9.56%-1.48%2.41%5.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^BSE100 is 94, placing it in the top 6% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^BSE100 is 9494
^BSE100 (S&P BSE-100)
The Sharpe Ratio Rank of ^BSE100 is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE100 is 9393Sortino Ratio Rank
The Omega Ratio Rank of ^BSE100 is 9494Omega Ratio Rank
The Calmar Ratio Rank of ^BSE100 is 9696Calmar Ratio Rank
The Martin Ratio Rank of ^BSE100 is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^BSE100
Sharpe ratio
The chart of Sharpe ratio for ^BSE100, currently valued at 2.62, compared to the broader market-1.000.001.002.003.002.62
Sortino ratio
The chart of Sortino ratio for ^BSE100, currently valued at 3.49, compared to the broader market-1.000.001.002.003.004.003.49
Omega ratio
The chart of Omega ratio for ^BSE100, currently valued at 1.46, compared to the broader market0.801.001.201.401.46
Calmar ratio
The chart of Calmar ratio for ^BSE100, currently valued at 3.95, compared to the broader market0.001.002.003.004.005.003.95
Martin ratio
The chart of Martin ratio for ^BSE100, currently valued at 14.38, compared to the broader market0.005.0010.0015.0020.0014.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market-1.000.001.002.003.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-1.000.001.002.003.004.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.005.0010.0015.0020.009.02

Sharpe Ratio

The current S&P BSE-100 Sharpe ratio is 2.62. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P BSE-100 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.62
2.59
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-1.46%
-0.01%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P BSE-100. 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 BSE-100 was 38.32%, occurring on Mar 23, 2020. Recovery took 158 trading sessions.

The current S&P BSE-100 drawdown is 1.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.32%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-23.94%Apr 15, 2011169Dec 20, 2011243Dec 6, 2012412
-22.57%Mar 4, 2015244Feb 25, 2016129Sep 6, 2016373
-17.22%Oct 19, 2021166Jun 17, 2022109Nov 25, 2022275
-14.96%May 20, 201371Aug 28, 201342Oct 30, 2013113

Volatility

Volatility Chart

The current S&P BSE-100 volatility is 3.16%, 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%December2024FebruaryMarchAprilMay
3.16%
3.42%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)