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Performance
^CASHX Performance Chart
US Money Market Index (^CASHX) is up 1.5% since the beginning of the year. ^CASHX is currently trading at $2,441 per share. Investors who bought $1,000 worth of ^CASHX shares 5 years ago would now be looking at an investment worth $1,188.
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Returns By Period
US Money Market Index (^CASHX) has returned 1.50% so far this year and 3.91% over the past 12 months. Over the last ten years, ^CASHX has returned 2.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
US Money Market Index
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.50%
- 6M
- 1.79%
- 1Y
- 3.91%
- 3Y*
- 4.65%
- 5Y*
- 3.51%
- 10Y*
- 2.31%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^CASHX Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 1954, ^CASHX's average daily return is +0.01%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.
Historically, 100% of months were positive and 0% were negative. The best month was Jan 1981 with a return of +1.5%, while the worst month was Apr 2020 at 0.0%. The longest winning streak lasted 864 consecutive months, and the longest losing streak was 0 months.
On a daily basis, ^CASHX closed higher 100% of trading days. The best single day was Jul 22, 1981 with a return of +0.1%, while the worst single day was Apr 28, 2020 at 0.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | 0.27% | 0.30% | 0.29% | 0.30% | 0.01% | 1.50% | ||||||
| 2025 | 0.36% | 0.33% | 0.36% | 0.35% | 0.36% | 0.35% | 0.36% | 0.36% | 0.34% | 0.34% | 0.31% | 0.31% | 4.21% |
| 2024 | 0.44% | 0.41% | 0.44% | 0.43% | 0.44% | 0.43% | 0.44% | 0.44% | 0.41% | 0.40% | 0.37% | 0.37% | 5.16% |
| 2023 | 0.36% | 0.34% | 0.39% | 0.39% | 0.42% | 0.41% | 0.42% | 0.44% | 0.43% | 0.44% | 0.43% | 0.44% | 5.03% |
| 2022 | 0.01% | 0.01% | 0.02% | 0.03% | 0.06% | 0.10% | 0.14% | 0.20% | 0.21% | 0.26% | 0.31% | 0.34% | 1.68% |
| 2021 | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.08% |
Benchmark Metrics
US Money Market Index has an annualized alpha of 3.31%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 02, 1954.
- This index captured 6.16% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.60%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.00 may look defensive, but with R2 of 0.00 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 0.00 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
- 3.31%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 6.16%
- Downside Capture
- -10.60%
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for US Money Market Index (^CASHX) and compare them to S&P 500 Index.
| ^CASHX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 257.73 | 2.39 | +255.34 |
Sortino ratioReturn per unit of downside risk | — | 3.25 | — |
Omega ratioGain probability vs. loss probability | — | 1.43 | — |
Calmar ratioReturn relative to maximum drawdown | — | 3.11 | — |
Martin ratioReturn relative to average drawdown | — | 14.38 | — |
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 US Money Market Index. 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 US Money Market Index was -0.00%, occurring on Jan 1, 1970. Recovery took 1 trading session.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
1970 pullback1970 | 0.00%Jan 1970 | 0s | 1d | 1dJan 1970 - Jan 1970 |
Drawdown Indicators
| ^CASHX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -56.78% | +56.78% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -9.10% | +9.10% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -18.90% | +18.90% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -25.43% | +25.43% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -33.92% | +33.92% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -10.72% | +10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.97% | -1.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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