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Consumer Price Index for All Urban Consumers: All ...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Price Index for All Urban Consumers: All Items in U.S. City Average, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%SeptemberOctoberNovemberDecember2025
1,385.50%
6,224.33%
^CPIAUCSL (Consumer Price Index for All Urban Consumers: All Items in U.S. City Average)
Benchmark (^GSPC)

Returns By Period


^CPIAUCSL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^CPIAUCSL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.34%0.40%0.35%0.29%0.04%0.00%0.14%0.18%0.23%0.23%0.28%0.36%2.87%
20230.55%0.34%0.06%0.40%0.15%0.26%0.17%0.50%0.40%0.09%0.14%0.21%3.32%
20220.62%0.70%1.03%0.39%0.94%1.30%-0.04%0.08%0.43%0.53%0.24%0.03%6.41%
20210.23%0.36%0.48%0.67%0.67%0.86%0.46%0.29%0.44%0.94%0.83%0.71%7.16%
20200.19%0.05%-0.45%-0.79%-0.09%0.48%0.51%0.37%0.26%0.12%0.23%0.43%1.32%
2019-0.08%0.30%0.38%0.38%0.02%-0.03%0.23%0.09%0.15%0.28%0.28%0.29%2.32%
20180.43%0.27%0.02%0.26%0.23%0.09%0.08%0.18%0.21%0.23%-0.07%0.07%2.00%
20170.40%0.16%-0.05%0.12%-0.08%0.07%0.03%0.38%0.51%0.08%0.27%0.21%2.13%
2016-0.05%-0.13%0.31%0.38%0.24%0.28%-0.05%0.18%0.26%0.23%0.12%0.25%2.05%
2015-0.64%0.25%0.27%0.10%0.33%0.28%0.16%0.00%-0.22%0.10%0.12%-0.11%0.64%
20140.24%0.11%0.20%0.19%0.19%0.13%0.11%-0.02%0.01%-0.02%-0.19%-0.31%0.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts 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 a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
^CPIAUCSL
^GSPC

There is not enough data available to calculate the Sharpe ratio for Consumer Price Index for All Urban Consumers: All Items in U.S. City Average. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio2.003.004.005.006.00SeptemberOctoberNovemberDecember2025
6.12
2.20
^CPIAUCSL (Consumer Price Index for All Urban Consumers: All Items in U.S. City Average)
Benchmark (^GSPC)

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.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember20250
-2.50%
^CPIAUCSL (Consumer Price Index for All Urban Consumers: All Items in U.S. City Average)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.77%Sep 1, 194817Jan 1, 19509Oct 1, 195026
-3.48%Aug 1, 20085Dec 1, 200822Oct 1, 201027
-1.33%Mar 1, 20203May 1, 20203Aug 1, 20206
-1.16%Aug 1, 20146Jan 1, 20155Jun 1, 201511
-1.09%Feb 1, 19863Apr 1, 19865Sep 1, 19868

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


^CPIAUCSL (Consumer Price Index for All Urban Consumers: All Items in U.S. City Average)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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