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S&P BSE SENSEX (^BSESN)

Index · Currency in INR · Last updated Jun 2, 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 SENSEX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%2023FebruaryMarchAprilMayJune
-0.51%
5.86%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

S&P 500

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S&P BSE SENSEX

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.


PeriodReturnBenchmark
1 month2.16%3.81%
Year-To-Date2.75%9.12%
6 months-0.56%4.55%
1 year12.00%10.11%
5 years (annualized)12.37%11.83%
10 years (annualized)12.57%12.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.12%-0.99%0.05%3.60%2.47%
20223.87%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^BSESN
S&P BSE SENSEX
0.94
^GSPC
S&P 500
0.10

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 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.


-0.500.000.501.002023FebruaryMarchAprilMayJune
0.94
0.52
^BSESN (S&P BSE SENSEX)
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%2023FebruaryMarchAprilMayJune
-1.21%
-0.60%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

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, 2008284Mar 9, 2009412Nov 4, 2010696
-56.18%Feb 14, 2000420Sep 21, 2001595Jan 2, 20041015
-39.22%Aug 6, 1997315Oct 20, 1998189Jul 12, 1999504
-38.07%Jan 15, 202048Mar 23, 2020158Nov 9, 2020206
-29.2%May 11, 200625Jun 14, 200685Oct 13, 2006110

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.


2.00%3.00%4.00%5.00%6.00%7.00%2023FebruaryMarchAprilMayJune
2.25%
3.09%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)