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Performance
^BSESN Performance Chart
S&P BSE SENSEX (^BSESN) is down 12.4% since the beginning of the year. ^BSESN is currently trading at ₹74,650 per share. Investors who bought ₹1,000 worth of ^BSESN shares 5 years ago would now be looking at an investment worth ₹1,429.
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Returns By Period
S&P BSE SENSEX (^BSESN) has returned -12.40% so far this year and -8.26% over the past 12 months. Over the last ten years, ^BSESN has returned 10.77% per year, falling short of the S&P 500 Index benchmark, which averaged 17.82% annually.
S&P BSE SENSEX
- 1D
- 0.52%
- 1M
- -2.94%
- YTD
- -12.40%
- 6M
- -12.32%
- 1Y
- -8.26%
- 3Y*
- 6.07%
- 5Y*
- 7.40%
- 10Y*
- 10.77%
Benchmark (S&P 500 Index)
- 1D
- 0.42%
- 1M
- 5.67%
- YTD
- 17.88%
- 6M
- 18.11%
- 1Y
- 43.15%
- 3Y*
- 27.14%
- 5Y*
- 18.75%
- 10Y*
- 17.82%
^BSESN Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 1997, ^BSESN's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +28.3%, while the worst month was Oct 2008 at -23.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^BSESN closed higher 52% of trading days. The best single day was May 18, 2009 with a return of +17.3%, while the worst single day was Mar 23, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.46% | -1.19% | -11.49% | 6.90% | -2.78% | -0.17% | -12.40% | ||||||
| 2025 | -0.82% | -5.55% | 5.76% | 3.65% | 1.51% | 2.65% | -2.90% | -1.69% | 0.57% | 4.57% | 2.11% | -0.57% | 9.06% |
| 2024 | -0.68% | 1.04% | 1.59% | 1.13% | -0.70% | 6.86% | 3.43% | 0.76% | 2.35% | -5.83% | 0.52% | -2.08% | 8.17% |
| 2023 | -2.12% | -0.99% | 0.05% | 3.60% | 2.47% | 3.35% | 2.80% | -2.55% | 1.54% | -2.97% | 4.87% | 7.84% | 18.74% |
| 2022 | -0.41% | -3.05% | 4.13% | -2.57% | -2.62% | -4.58% | 8.58% | 3.42% | -3.54% | 5.78% | 3.87% | -3.58% | 4.44% |
| 2021 | -3.07% | 6.08% | 0.83% | -1.47% | 6.47% | 1.05% | 0.20% | 9.44% | 2.73% | 0.31% | -3.78% | 2.08% | 21.99% |
Benchmark Metrics
S&P BSE SENSEX has an annualized alpha of 7.62%, beta of 0.18, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 02, 1997.
- This index participated in 47.90% of S&P 500 Index downside but only 46.83% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.18 may look defensive, but with R2 of 0.03 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.03 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.62%
- Beta
- 0.18
- R²
- 0.03
- Upside Capture
- 46.83%
- Downside Capture
- 47.90%
Return for Risk
Risk / Return Rank
^BSESN ranks 1 for risk / return — in the bottom 1% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and compare them to S&P 500 Index.
| ^BSESN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.64 | 3.73 | -4.37 |
Sortino ratioReturn per unit of downside risk | -0.81 | 4.93 | -5.75 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.67 | -0.77 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 6.39 | -6.91 |
Martin ratioReturn relative to average drawdown | -1.39 | 24.84 | -26.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P BSE SENSEX. 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 SENSEX was 60.91%, occurring on Mar 9, 2009. Recovery took 412 trading sessions.
The current S&P BSE SENSEX drawdown is 13.03%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.91%Mar 2009 | 1y 2mo | 1y 8mo | 2y 10moJan 2008 - Nov 2010 |
Dot-com crash2000–2002 | -56.18%Sep 2001 | 1y 7mo | 2y 3mo | 3y 10moFeb 2000 - Jan 2004 |
1998 bear market1998 | -39.22%Oct 1998 | 1y 2mo | 8mo 25d | 1y 11moAug 1997 - Jul 1999 |
COVID crash2020 | -38.07%Mar 2020 | 2mo 8d | 7mo 21d | 9mo 29dJan 2020 - Nov 2020 |
2006 bear market2006 | -29.20%Jun 2006 | 1mo 4d | 4mo 1d | 5mo 5dMay 2006 - Oct 2006 |
Drawdown Indicators
| ^BSESN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.91% | -43.99% | -16.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -6.78% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -19.29% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -20.51% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -28.50% | -9.57% |
Current DrawdownCurrent decline from peak | -13.03% | 0.00% | -13.03% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -6.14% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 1.74% | +4.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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