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S&P BSE-100 (^BSE100)

Index · Currency in INR · Last updated May 27, 2023

Share Price Chart


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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.


200.00%250.00%300.00%350.00%December2023FebruaryMarchAprilMay
243.43%
370.69%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

S&P 500

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S&P BSE-100

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.


PeriodReturnBenchmark
1 month2.94%1.86%
Year-To-Date2.38%9.87%
6 months-0.07%7.85%
1 year13.37%11.03%
5 years (annualized)11.76%11.98%
10 years (annualized)12.42%12.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.66%-2.22%0.36%4.11%
20224.73%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^BSE100
S&P BSE-100
1.08
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current S&P BSE-100 Sharpe ratio is 1.08. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00December2023FebruaryMarchAprilMay
1.08
0.89
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2023FebruaryMarchAprilMay
-1.43%
-0.08%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)

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, 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 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2023FebruaryMarchAprilMay
2.54%
4.01%
^BSE100 (S&P BSE-100)
Benchmark (^GSPC)