S&P BSE SENSEX (^BSESN)
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: ^BSESN vs. EPI
Return
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.
Period | Return | Benchmark |
---|---|---|
1 month | 2.16% | 3.81% |
Year-To-Date | 2.75% | 9.12% |
6 months | -0.56% | 4.55% |
1 year | 12.00% | 10.11% |
5 years (annualized) | 12.37% | 11.83% |
10 years (annualized) | 12.57% | 12.00% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -2.12% | -0.99% | 0.05% | 3.60% | 2.47% | |||||||
2022 | 3.87% | -3.58% |
Risk-Adjusted Performance
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^BSESN S&P BSE SENSEX | 0.94 | ||||
^GSPC S&P 500 | 0.10 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-60.91% | Jan 9, 2008 | 284 | Mar 9, 2009 | 412 | Nov 4, 2010 | 696 |
-56.18% | Feb 14, 2000 | 420 | Sep 21, 2001 | 595 | Jan 2, 2004 | 1015 |
-39.22% | Aug 6, 1997 | 315 | Oct 20, 1998 | 189 | Jul 12, 1999 | 504 |
-38.07% | Jan 15, 2020 | 48 | Mar 23, 2020 | 158 | Nov 9, 2020 | 206 |
-29.2% | May 11, 2006 | 25 | Jun 14, 2006 | 85 | Oct 13, 2006 | 110 |
Volatility Chart
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.