S&P BSE SENSEX (^BSESN)

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

S&P BSE SENSEX had a return of 2.75% year-to-date (YTD) and 12.00% in the last 12 months. Over the past 10 years, S&P BSE SENSEX had an annualized return of 12.57%, while the S&P 500 benchmark had an annualized return of 12.00%, indicating that S&P BSE SENSEX performed slightly bigger than the benchmark.

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) 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.

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 SENSEX Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

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

The table below shows the maximum drawdowns of the S&P BSE SENSEX. 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 SENSEX is 60.91%, recorded on Mar 9, 2009. It took 412 trading sessions for the portfolio to recover.

The current S&P BSE SENSEX volatility is 2.25%, 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.