CAC 40 (^FCHI)
The CAC 40 is a primary French stock market index, representing the 40 largest and most liquid companies listed on the Euronext Paris exchange. It covers various industries and serves as a benchmark for the French stock market, reflecting the health and direction of the French economy. The index is reviewed and adjusted quarterly.
Share Price Chart
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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.
Returns By Period
CAC 40 had a return of 8.54% year-to-date (YTD) and 11.23% in the last 12 months. Over the past 10 years, CAC 40 had an annualized return of 6.09%, while the S&P 500 had an annualized return of 10.66%, indicating that CAC 40 did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.54% | 9.31% |
| 1 month | 1.72% | 0.08% |
| 6 months | 15.10% | 19.94% |
| 1 year | 11.23% | 26.02% |
| 5 years (annualized) | 8.82% | 12.62% |
| 10 years (annualized) | 6.09% | 10.66% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.51% | 3.54% | 3.51% | -2.69% | ||||||||
| 2023 | -3.50% | 6.17% | 3.18% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^FCHI is 42, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
^FCHI (CAC 40)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CAC 40 (^FCHI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 4774 trading sessions.
The current CAC 40 drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.29% | Sep 5, 2000 | 640 | Mar 12, 2003 | 4774 | Nov 2, 2021 | 5414 |
| -42.73% | Sep 7, 1987 | 100 | Jan 29, 1988 | 230 | Dec 30, 1988 | 330 |
| -32.55% | Jul 20, 1998 | 59 | Oct 8, 1998 | 136 | Apr 27, 1999 | 195 |
| -32.32% | Apr 23, 1990 | 183 | Jan 14, 1991 | 640 | Aug 6, 1993 | 823 |
| -26.94% | Feb 3, 1994 | 428 | Oct 23, 1995 | 305 | Jan 13, 1997 | 733 |
Volatility
Volatility Chart
The current CAC 40 volatility is 3.16%, 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.