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FTSE 100 (^FTSE)

Index · Currency in GBP · Last updated Dec 8, 2022

^FTSEShare Price Chart


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^FTSEPerformance

The chart shows the growth of £10,000 invested in FTSE 100 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £13,616 for a total return of roughly 36.16%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.18%
-2.10%
^FTSE (FTSE 100)
Benchmark (^GSPC)

^FTSECompare to other instruments

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^FTSEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.11%4.33%
6M-1.44%-5.46%
YTD1.16%-18.59%
1Y3.55%-16.34%
5Y0.46%6.04%
10Y2.38%9.19%

^FTSEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20220.83%-0.08%0.77%0.38%0.84%-5.76%3.54%-1.88%-5.36%2.91%6.75%-1.11%
2021-0.82%1.19%3.55%3.82%0.76%0.21%-0.07%1.24%-0.47%2.13%-2.46%4.87%
2020-3.40%-9.68%-13.81%4.04%2.97%1.53%-4.41%1.12%-1.63%-4.92%12.35%3.10%
20193.58%1.52%2.89%1.91%-3.46%3.69%2.17%-5.00%2.79%-2.16%1.35%2.67%
2018-2.01%-4.00%-2.42%6.42%2.25%-0.54%1.46%-4.08%1.05%-5.09%-2.07%-3.61%
2017-0.61%2.31%0.82%-1.62%4.39%-2.76%0.81%0.80%-0.78%1.63%-2.22%4.93%
2016-2.54%0.22%1.28%1.08%-0.18%4.39%3.38%0.85%1.74%0.80%-2.45%5.29%
20152.79%2.92%-2.50%2.77%0.34%-6.64%2.69%-6.70%-2.98%4.94%-0.08%-1.79%
2014-3.54%4.60%-3.10%2.75%0.95%-1.47%-0.21%1.33%-2.89%-1.15%2.69%-2.33%
20136.43%1.34%0.80%0.29%2.38%-5.58%6.53%-3.14%0.77%4.17%-1.20%1.48%
20121.96%3.34%-1.76%-0.53%-7.27%4.70%1.15%1.35%0.54%0.71%1.45%0.53%
2011-0.63%2.24%-1.42%2.73%-1.32%-0.74%-2.20%-7.23%-4.93%8.11%-0.70%1.21%
2010-5.67%3.20%6.07%-2.22%-6.57%-5.23%6.94%-0.62%6.19%2.28%-2.59%6.72%

^FTSESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FTSE 100 Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.31
-0.64
^FTSE (FTSE 100)
Benchmark (^GSPC)

^FTSEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-4.93%
-18.83%
^FTSE (FTSE 100)
Benchmark (^GSPC)

^FTSEWorst Drawdowns

The table below shows the maximum drawdowns of the FTSE 100. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FTSE 100 is 36.61%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.61%May 23, 2018466Mar 23, 2020
-22.06%Apr 28, 2015202Feb 11, 2016222Dec 28, 2016424
-18.83%Feb 9, 2011164Oct 4, 2011319Jan 9, 2013483
-17.5%Apr 16, 201053Jul 1, 201089Nov 4, 2010142
-11.86%May 23, 201322Jun 24, 2013171Feb 24, 2014193
-11.44%Jan 15, 201851Mar 26, 201835May 17, 201886
-10.12%May 15, 2014151Dec 15, 201443Feb 17, 2015194
-8.62%Jan 12, 201019Feb 5, 201020Mar 5, 201039
-5.91%Nov 8, 201017Nov 30, 201010Dec 14, 201027
-5.03%Feb 25, 201420Mar 24, 201433May 13, 201453

^FTSEVolatility Chart

Current FTSE 100 volatility is 7.15%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
7.15%
22.83%
^FTSE (FTSE 100)
Benchmark (^GSPC)