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Performance

^CPIAUCSL Performance Chart


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S&P 500 Index

Returns By Period


Consumer Price Index for All Urban Consumers: All Items in U.S. City Average

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.42%
1M
3.66%
YTD
9.16%
6M
9.11%
1Y
26.41%
3Y*
18.86%
5Y*
11.70%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^CPIAUCSL Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.17%0.27%0.87%0.64%0.47%2.44%
20250.43%0.23%0.03%0.16%0.10%0.25%0.23%0.35%0.30%0.00%0.25%0.30%2.65%
20240.31%0.41%0.44%0.22%0.05%-0.04%0.17%0.16%0.21%0.29%0.28%0.34%2.87%
20230.53%0.34%0.12%0.34%0.16%0.22%0.20%0.48%0.39%0.14%0.15%0.19%3.32%
20220.60%0.69%1.12%0.31%0.95%1.26%-0.01%0.06%0.42%0.56%0.26%0.02%6.40%
20210.24%0.34%0.52%0.62%0.66%0.85%0.46%0.28%0.45%0.96%0.86%0.69%7.17%

Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Consumer Price Index for All Urban Consumers: All Items in U.S. City Average (^CPIAUCSL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^CPIAUCSLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.63

Calmar ratioReturn relative to maximum drawdown

3.45

Martin ratioReturn relative to average drawdown

11.52

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 Consumer Price Index for All Urban Consumers: All Items in U.S. City Average. 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 Consumer Price Index for All Urban Consumers: All Items in U.S. City Average was 3.77%, occurring on Jan 1, 1950. Recovery took 9 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

1950 pullback1950
-3.77%Jan 1950
1y 4mo9mo 3d
2y 1moSep 1948 - Oct 1950
Financial crisis2007–2009
-3.48%Dec 2008
4mo 2d1y 10mo
2y 2moAug 2008 - Oct 2010
2020 pullback2020
-1.33%May 2020
2mo 1d3mo 2d
5mo 3dMar 2020 - Aug 2020
2015 pullback2015
-1.16%Jan 2015
5mo 3d5mo 1d
10mo 4dAug 2014 - Jun 2015
1986 pullback1986
-1.09%Apr 1986
1mo 29d5mo 3d
7mo 2dFeb 1986 - Sep 1986

Drawdown Indicators


^CPIAUCSLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

Max Drawdown (10Y)

Largest decline over 10 years

-24.77%

Current Drawdown

Current decline from peak

-1.42%

Average Drawdown

Average peak-to-trough decline

-9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^CPIAUCSL

Add Consumer Price Index for All Urban Consumers: All Items in U.S. City Average to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^CPIAUCSL