S&P BSE-100 (^BSE100)
Share Price Chart
Loading data...
Performance
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.
Compare to other instruments
Return
S&P BSE-100 had a return of 2.38% year-to-date (YTD) and 13.37% in the last 12 months. Over the past 10 years, S&P BSE-100 had an annualized return of 12.42%, while the S&P 500 benchmark had an annualized return of 12.18%, indicating that S&P BSE-100 performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 2.94% | 1.86% |
| Year-To-Date | 2.38% | 9.87% |
| 6 months | -0.07% | 7.85% |
| 1 year | 13.37% | 11.03% |
| 5 years (annualized) | 11.76% | 11.98% |
| 10 years (annualized) | 12.42% | 12.18% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.66% | -2.22% | 0.36% | 4.11% | ||||||||
| 2022 | 4.73% | 3.67% | -3.44% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and S&P 500 (^GSPC). 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 | Ulcer Index | |
|---|---|---|---|---|---|
^BSE100 S&P BSE-100 | 1.08 | ||||
^GSPC S&P 500 | 0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the S&P BSE-100. 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 BSE-100 is 38.32%, recorded on Mar 23, 2020. It took 158 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.32% | Jan 20, 2020 | 45 | Mar 23, 2020 | 158 | Nov 9, 2020 | 203 |
| -23.94% | Apr 15, 2011 | 169 | Dec 20, 2011 | 243 | Dec 6, 2012 | 412 |
| -22.57% | Mar 4, 2015 | 244 | Feb 25, 2016 | 129 | Sep 6, 2016 | 373 |
| -17.22% | Oct 19, 2021 | 166 | Jun 17, 2022 | 109 | Nov 25, 2022 | 275 |
| -14.96% | May 20, 2013 | 71 | Aug 28, 2013 | 42 | Oct 30, 2013 | 113 |
Volatility Chart
The current S&P BSE-100 volatility is 2.54%, 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.