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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in CAC 40, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^FCHI is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
CAC 40 (^FCHI) has returned -4.08% so far this year and 0.34% over the past 12 months. Over the last ten years, ^FCHI has returned 6.10% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
CAC 40
- 1D
- 0.57%
- 1M
- -8.90%
- YTD
- -4.08%
- 6M
- -1.00%
- 1Y
- 0.34%
- 3Y*
- 2.20%
- 5Y*
- 5.07%
- 10Y*
- 6.10%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jul 9, 1987, ^FCHI's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Feb 1988 with a return of +24.5%, while the worst month was Oct 1987 at -22.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^FCHI closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.28% | 5.59% | -8.90% | -4.08% | |||||||||
| 2025 | 7.72% | 2.03% | -3.96% | -2.53% | 2.08% | -1.11% | 1.38% | -0.88% | 2.49% | 2.85% | 0.02% | 0.33% | 10.42% |
| 2024 | 1.51% | 3.54% | 3.51% | -2.69% | 0.10% | -6.42% | 0.70% | 1.32% | 0.06% | -3.74% | -1.57% | 2.01% | -2.15% |
| 2023 | 9.40% | 2.62% | 0.75% | 2.31% | -5.24% | 4.25% | 1.32% | -2.42% | -2.48% | -3.50% | 6.17% | 3.18% | 16.52% |
| 2022 | -2.15% | -4.86% | 0.02% | -1.89% | -0.99% | -8.44% | 8.87% | -5.02% | -5.92% | 8.75% | 7.53% | -3.93% | -9.50% |
| 2021 | -2.74% | 5.63% | 6.38% | 3.33% | 2.83% | 0.94% | 1.61% | 1.02% | -2.40% | 4.76% | -1.60% | 6.43% | 28.85% |
Benchmark Metrics
CAC 40 has an annualized alpha of -2.03%, beta of 0.54, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since July 10, 1987.
- This index participated in 94.18% of S&P 500 Index downside but only 61.43% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 may look defensive, but with R² of 0.25 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 0.25 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
- -2.03%
- Beta
- 0.54
- R²
- 0.25
- Upside Capture
- 61.43%
- Downside Capture
- 94.18%
Return for Risk
Risk / Return Rank
^FCHI ranks 19 for risk / return — in the bottom 19% 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 CAC 40 (^FCHI) and compare them to a chosen benchmark (S&P 500 Index).
| ^FCHI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.43 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.13 | 0.73 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.67 | -0.41 |
Martin ratioReturn relative to average drawdown | 0.90 | 2.80 | -1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^FCHI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 CAC 40. 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 CAC 40 was 65.29%, occurring on Mar 12, 2003. Recovery took 4787 trading sessions.
The current CAC 40 drawdown is 9.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.29% | Sep 5, 2000 | 657 | Mar 12, 2003 | 4787 | Nov 2, 2021 | 5444 |
| -42.73% | Sep 7, 1987 | 100 | Jan 29, 1988 | 230 | Dec 30, 1988 | 330 |
| -32.55% | Jul 20, 1998 | 59 | Oct 8, 1998 | 143 | Apr 27, 1999 | 202 |
| -32.32% | Apr 23, 1990 | 190 | Jan 14, 1991 | 669 | Aug 6, 1993 | 859 |
| -26.95% | Feb 3, 1994 | 448 | Oct 23, 1995 | 320 | Jan 13, 1997 | 768 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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